European Composite Trade and Quote Data with OneMarketData saves you significant resources and expense by solving several key issues and eliminating the need to construct your own tick database.
Symbol Mapping - ISINs are mapped to historical and current symbols which trade across multiple venues. Data can be provided in the trading or base currency.
Adjustment Factors - Composite trades can be provided adjusted or unadjusted, for current and historical data.
Timestamps - All trades are ordered by an exchange matching engine timestamp using OneTick’s aggregation technology. To address inconsistent timestamp granularity, published timestamps are also supported for Trades and Quotes where available.
Trade Conditions - Attributed to each trade, which can be filtered to include only relevant trades, such as Auction trades or on On Book trades.