OneMarketData launches market data research environment
Today, OneMarketData LLC, a high-performance, enterprise-grade solution for tick data, analytics and visualization, announced the launch of OneTick Market Data Research Environment (MDRE).
OneTick MDRE provides users with simplified access to market data, an analytics library, and a framework for machine learning. The new service allows users to easily access years of historic tick-by-tick market data on a T+1 basis from over 200 exchanges, covering global stocks, futures, US equity options and cryptographic data.
At the heart of MDRE is OneTick, the premier platform used by financial institutions to perform compute-intensive tick data analytics. With MDRE, quants can now write and run their own analyzes in an easy-to-learn pandas-like Python API. MDRE includes an MLOps framework and data science framework for leveraging machine learning to build and manage models based on market data.
MDRE’s library is designed to help traders improve their efficiency and avoid common problems and pitfalls. The service includes:
• Trading and quotes of over 200 exchanges as well as minute bars and the daily OHLCV
• Support for corporate actions adjustments and different symbologies
• Out-of-the-box TCA use cases and backtesting of trading strategies
• ML framework for time series data with easy pipeline creation, built-in data preprocessing, feature selection, experiment tracking, model comparison, and model serving
• Scalable hyperparameter tuning
• API access to a high performance and scalable tick data analysis infrastructure without installation or maintenance issues
“OneMarketData has always been focused on providing market data solutions that give our customers the most powerful tools to access, query and analyze market data effectively. With OneTick’s MDRE, we’re giving traders and data scientists the fastest, easiest way to perform machine learning on tick-by-tick data to speed up their implementations and improve trading performance. By leveraging MDRE’s predefined use cases, any user can easily harness the full power of the OneTick platform and avoid programming limitations and common errors that can negatively impact trading operations,” said said Ross Dubin, SVP, Global Head of Sales at OneMarketData.