OneMarketData launches OneTick market data research environment

OneMarketData launches OneTick market data research environment with seamless access to comprehensive market data and analysis

New service includes ML platform, use case library and documented executable examples

New York, NY – October 26, 2022: TodayOneMarketData LLC, a high-performance enterprise-wide solution for tick data, analytics and visualization, announced its launch 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:

Trades and quotes of over 200 exchanges plus 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 simple 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.

About OneMarket Data

OneMarketData is a leading provider of software solutions for the financial industry. Our OneTick Tick Analytics platform is a smarter data management solution to get you in the game now. OneTick is a complete suite for time series data management, real-time event processing and analysis to meet the most demanding requirements. Proprietary stock, futures and options traders, hedge funds, asset managers and investment banks can take advantage of OneTick’s built-in capabilities for quantitative research, cost analysis, transaction, monitoring and post-testing. Designed by Wall Street experts, the OneTick suite of products is an enterprise-scale tick data capture and storage solution offering analytical modeling tools, global stock and futures market history and reference data. In 2015, OneMarketData acquired Tick ​​data, LLC, the first and leading provider of historical intraday market data, to combine the industry’s most powerful analytics platform with the cleanest, most reliable historical intraday data available. More information about OneMarketData is available at www.onetick.com.

Sean N. Ayres