OneTick© is a software solution for tick data management and market data analytics developed by OneMarketData. It combines a proprietary time series database, real-time complex event processing (CEP) and financial analytics. OneTick provides asset-class neutral market data capture, storage as well as reference data primarily focused on the capital markets industry within finance. OneTick queries can be written using a acyclic directed graph or in standard code (C++, java). Data can be sourced from either real-time markets or historical time series.
| Attributes | Values |
|---|
| rdfs:label
| |
| rdfs:comment
| - OneTick© is a software solution for tick data management and market data analytics developed by OneMarketData. It combines a proprietary time series database, real-time complex event processing (CEP) and financial analytics. OneTick provides asset-class neutral market data capture, storage as well as reference data primarily focused on the capital markets industry within finance. OneTick queries can be written using a acyclic directed graph or in standard code (C++, java). Data can be sourced from either real-time markets or historical time series.
|
| dcterms:subject
| |
| dbkwik:speedydelet...iPageUsesTemplate
| |
| Help
| |
| Page
| |
| substed
| |
| Day
| |
| Month
| |
| Timestamp
| - 20120521212407(xsd:double)
|
| Year
| |
| abstract
| - OneTick© is a software solution for tick data management and market data analytics developed by OneMarketData. It combines a proprietary time series database, real-time complex event processing (CEP) and financial analytics. OneTick provides asset-class neutral market data capture, storage as well as reference data primarily focused on the capital markets industry within finance. OneTick is used for the quantitative analysis of time series financial data. It allows for extracting meaningful statistics to characterize data relationships, detect patterns and possibly predict future values unique to the temporal nature of time series data. It has been used in academic research for the investigation of market volatility and risk and for the supporting analysis of machine learning methods for high frequency trading.. OneTick queries can be written using a acyclic directed graph or in standard code (C++, java). Data can be sourced from either real-time markets or historical time series. The need for high-performance tick databases continues to grow as traders continue to move towards electronic and algorithmic trading. Quantitative researchers face numerous data management challenges to address increasing volumes in real-time and historical market data due to increased granularity, changing schemas, consolidation and order book complexity. Additionally, new best execution requirements driven by Reg. NMS and MiFID have increased the need for institutions to manage large amounts of real-time data in transparent environments that adhere to new compliance requirements. As such, time series databases have become more prevalent within the financial technology landscape.
|
![[RDF Data]](/fct/images/sw-rdf-blue.png)