On-Demand Webinar
TCA & Market Structure Analysis with MCP
In this workshop, Peter Simpson demonstrates how to accelerate the build of TCA and Market Structure Analysis by leveraging the OneTick Cloud Market Data on Demand service, including its MCP, through Claude Code, Cursor, and VS Code / GitHub CoPilot.
This session is designed for financial professionals interested in learning how MCP & AI Agents can accelerate quantitative analytics development by providing continuous support assistance.
Introduction to OneTick Cloud
OneTick Cloud is a high-quality, on-demand managed time-series data and analytics platform that provides instant, global, AI-ready market data, seamlessly fueling compute and analytics engines.
AI-Ready Market Data
Quants and AI teams spend 70 to 80% of their time cleaning feeds, mapping symbols, and aligning timestamps to prepare their market data for analytics. This is the Data Tax – the single biggest obstacle to agentic AI in capital markets today, and there is no short cut.
AI-readiness is crucial to avoid hallucinations and costly mistakes. Let’s say symbols aren’t reconciled across venues. The timestamps drift. A corporate action creates a phantom 75 percent crash. The backtest leaks future information. The agent confidently produces an answer the desk cannot trust, and the program stalls.
The model here is not the problem. It's the market data – it must be temporal, point-in-time, and AI-ready.
Benefits of a Managed Data Service
OneTick Cloud offers a single vendor end-to-end solution, significantly reducing the time to value. KX and OneTick are the only vendor delivering AI-ready, hydrated, temporal market data as a managed service. Our data is pre-normalized across 250+ venues and 30+ years of history, point-in-time with no look-ahead bias, machine-readable from day one, and fed natively into Python, SQL, and KDB-X.
Save time, money, and resources by letting the KX OneTick team clean feeds, map symbols, and align timestamps so your quants, analysts, and AI models can do their work.
Natural Language Processing Examples
The OneTick Cloud MCP is a support assistant for querying OneTick Cloud in both SQL and Python. Similar to the SQL and Python Documentation, and Examples Dashboards, you can enter a natural language question, and receive example code in response.
Common questions include:
- How do I calculate VWAP?
- How do I calculate TWAP?
- How do I calculate 1 minute bars?
- How do I retrieve bars?
- How do I retrieve corporate action adjusted prices?
- How do I apply a filter?
- How do I filter for specific hours?
Webinar Description
In this workshop, Peter Simpson demonstrates how to accelerate the build of TCA and Market Structure Analysis by leveraging the OneTick Cloud Market Data on Demand service, including its MCP, through Claude Code, Cursor, and VS Code / GitHub CoPilot.
Topics Include:
OneTick Cloud Datasets
- L1 through to L3
- Real Time, Intraday and Historic
- Global Equities, Futures, Spreads & Options
MCP & AI Assistance
- MCP Configuration in IDEs
- Immediate Support Assistance
- Market Data Coverage Understanding
Trading Analytics through SQL & Python
- SQL & Python Code Generation
- Natural Language Query Construction & Enhancement
- Correcting Existing Code
This session is designed for financial professionals interested in learning how MCP & AI Agents can accelerate quantitative analytics development by providing continuous support assistance.
Watch the Recording:
