Market Data

OneMarketData

 

On-demand service for global reference, corporate action and tick data time series

Access tick data and reference data for over 200+ global exchanges via the cloud, python, API or files.

Eliminate the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

Over 200 exchange listed equities, options and derivatives dating back to 1970. Customers can acquire high-quality, normalized and cleansed data (on a T+1 basis) in the format they require.

market-coverage-thumb

Market Data Coverage

Up to 30 years of all Trades, Quotes and 1 minute calculated bar history
from over 200 Global exchanges.

View Data Coverage

ONETICK CLOUD

Focus on application development by relying on a trusted source of time series data and analytics


Access Global Tick Data

OneTick Cloud is a managed service of normalized and cleansed exchange and OTC data and analytics to support backtesting, algo development, transaction cost analysis, technical studies and charting applications.

OneTick Cloud is a securely-hosted & managed data service which provides on-demand analytics for creating custom datasets.

Customers can acquire high-quality, normalized and cleansed data (on a T+1 basis) in the format they require.

  • Easy Access & Flexibility
  • Data Normalization
  • Lower Total Cost of Ownership

FULLY-MANAGED AND HOSTED

SOLUTIONS

For hosted services, we protect customer information provided to and housed in a number of ways:

  • Encrypted session authentication
  • Encryption in flight (session encryption)
  • Physical data center security
  • Restrictions on access to specific named employees
  • Access and security policies
  • Termination and purge policies

On-demand access


For clients who do not require local collection of low latency exchange data, OneTick Cloud offers a highly cost effective platform.

OneTick Cloud eliminates the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

Powerful Analytics


OneTick Cloud offers subscribers a subset of the most powerful data analytics available in our OneTick software platform.

Choose from a set of predefined analytics with user defined parameters, or customize a query for on demand extraction.

Cost Effective


For clients who do not require a local collection of low latency exchange data, OneTick Cloud offers a highly cost effective platform.

By eliminating the need for local hardware, data collection, and data maintenance, OneTick offers a competitively priced, effective and trusted solution.

Top of Book & Full Depth for Global Markets

Current and historical data is available from over 200 exchanges with native trade and quote condition codes and all ticks disseminated by the exchange source.

Time Series Reference Data

Applied Identifier changes and corporate actions provide the ability to analyze time series data without the distraction of linking symbols and applying corporate action adjustment factors.

Flexible Subscription Packages

Access the service by market center or a symbol list which spans across multiple market centers.  Data is ready for access when you are.

OneTick Cloud eliminates the need for local hardware, data collection, and data maintenance, letting you focus on application development by relying on a trusted source of time series data and analytics.

onetick-whitepaper-data-coverage

Global Equities and Derivatives Exchanges Coverage

Global Equities and Derivatives Exchanges Coverage document includes the historical inception dates for each venue/MIC code, the precision of trade timestamps as provided by the exchange, the arrival timestamp precision as provided by the source, and Level 2 coverage.

Request ECTQ Data Sample

DATA ON-DEMAND

The Basics

OneMarketData collects, aggregates and maintains accurate Global Exchange Time-Series data from over 200 exchanges using multi-sourced, direct and aggregated feeds to enable the highest level of accuracy and precision for time-series analytics. This information is critical to maintaining a high quality database for trading, analytics and compliance.

Benefits:

  • Eliminate the time and expenses associated with managing time series data
  • On-Demand access enables rapid analysis of new markets
  • Flexible subscription model removes the high overhead associated with managing a global database

Features:

  • Corporate actions and historical adjustment factors
  • Security Identifier Mappings (including CUSIP, Sedol and Bloomberg)
  • Standard and custom continuous contracts
  • Highest resolution timestamps for Exchange Reported Trades and Quotes
  • Detailed trade condition codes
  • Level 1 and Level 2 tick data
  • O/H/L/C/V Data for all global equity instruments
  • Tick and EOD prices, adjustment factors, dividends and corporate actions

 

  • Earning dates and corporate events, such as Analyst Days
  • 200+ Global Markets Covered
  • Sophisticated Content Entitlements System enables and tracks usage
  • Fast access to multiple data types, including company and product information, corporate actions, earnings, daily prices and trading volumes through OMD's OneQuantData service

EUROPEAN COMPOSITE TRADE AND QUOTE (ECTQ) DATA

Focused on supporting the unique demands for Transaction Cost Analysis and Regulatory solutions

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.