Best Execution
  • Home
  • Publication

    Best Execution

    • Current issue
    • Back issues
    • Profiles
    • Viewpoint
    • Market Opinion
    • Supplements
  • Topics

    Topics

    • Equities Trading
    • Fixed Income Trading
    • Derivatives Trading
    • FX – Foreign Exchange
    • Post-trade
    • ESG
  • Partners
  • Listings
  • Awards

    AWARDS

    • European Markets Choice Awards 2021
    • European Women in Finance – The Programme
    • European Women in Finance – The Winners
  • Events
  • About us

    About us

    • Marketing
    • Media info
    • Contact
  • Newsletter
  • Login
  • Home
  • Publication
    • Current issue
    • Back issues
    • Profiles
    • Viewpoint
    • Market Opinion
    • Supplements
  • Topics
    • Equities Trading
    • Fixed Income Trading
    • Derivatives Trading
    • FX – Foreign Exchange
    • Post-trade
    • ESG
  • Partners
  • Listings
  • Awards
    • European Markets Choice Awards 2021
    • European Women in Finance – The Programme
    • European Women in Finance – The Winners
  • Events
  • About us
    • Marketing
    • Media info
    • Contact
  • Newsletter
  • Login
HomeBestEx TopicsData managementOneMarketData launches European composite trade an ...
Previous Next

OneMarketData launches European composite trade and quote database

Posted by: Lynn Strongin Dodds, June 10, 2020
Tweet
Share
Share
Pin
0 Shares
Jeff Banker, OneMarketData
Jeff Banker, OneMarketData

OneMarketData, a software solutions provider, has launched its European Composite Trade and Quote (ECTQ) database to provide support for different elements of Transaction Cost Analysis (TCA).

The ECTQ service aims to eliminate firms having to construct their own tick database from raw data files, saving time, resources and expense.  It aggregates 33 market sources, including exchanges, MTFs and dark pools as well as covers over 18,000 entities which trade across more than one venue.

Subscribers, which can access the service using OneTick and OneTickCloud on either a per International Securities Identification Numbering or all ISIN universe, will have access to historical data from May 1, 2018, with current days’ composite data available prior to the following days’ market open or on a T+1 basis.

The OneTick ECTQ service offers a range of functions including ISINs being mapped to historical and current symbols which trade across multiple venues, with data being provided in either the trading or base currency. It also comprises adjustment factors – composite trades can be delivered adjusted or unadjusted, for current and historical data – as well as data aggregation.  It has a daily storage universe of venues in excess of 40GB, which is required to identify and compute composite data, and over 20TB to store the data for a 24- month period.

Moreover, the service covers all trades ordered by exchange matching engine timestamp using OneTick’s cloud server aggregation technology, and published timestamps are also supported from Trades and Quotes to address inconsistent timestamp granularity. Trade conditions can also be attributed to each trade and filtered to include only relevant trades, such as auction trades and off book trades.

Jeff Banker, Senior Vice President at OneMarketData, said, “Recent volatility has significantly increased market volumes and message rates, increasing the infrastructure necessary to collect and aggregate intraday tick data.  ECTQ consolidates these sources and enables clients to access just the data they need, without the significant overhead associated with maintaining their own tick data infrastructure, reference data and high-performance time series database.”

©BestExecution 2020

0

Tags: European Composite Trade and Quote, Jeff Banker, OneMarketData, TCA

Share!
Tweet

Lynn Strongin Dodds

About the author
mm

Related Posts

French and Dutch regulators call for robust European framework for ESG data and ratings

French and Dutch regulators call for robust European framework for ESG data and ratings

The Autorité des marchés financiers (AMF) and its Dutch counterpart, the Autoriteit Financiële ...
ISS LiquidMetrix rolls out new TCA product

ISS LiquidMetrix rolls out new TCA product

ISS LiquidMetrix, a division of Institutional Shareholder Services, a provider of transaction c ...
Equities trading : Market structure & liquidity : James Baugh & Sai Dharmayogan

Equities trading : Market structure & liquidity : James Baugh & Sai Dharmayogan

NAVIGATING THE NEW LIQUIDITY LANDSCAPE. By James Baugh, Head of EMEA Market Structure and Sai D ...
Equities trading : Utilising retail flow : John Owen

Equities trading : Utilising retail flow : John Owen

UNLOCKING RETAIL LIQUIDITY. John Owen, COO of Stifel Europe, discusses the post MiFID II market ...

Leave a Reply Cancel reply

You must be logged in to post a comment.

Subscribe for Email Updates

Best Execution
Recent
  • FCA reaffirms easing of dark trading

    FCA reaffirms easing of dark trading

    March 8, 2021
    ESG-data : Sovereign green bond issuance to rise 

    ESG-data : Sovereign green bond issuance to rise 

    March 8, 2021
    Men still outnumber female managers in Europe, according to Morningstar data

    Men still outnumber female managers in Europe, acc ...

    March 8, 2021
    Buyside focus : Outsourcing : Lynn Strongin Dodds

    Buyside focus : Outsourcing : Lynn Strongin Dodds

    March 8, 2021
    Libor set to end for most currencies at year end

    Libor set to end for most currencies at year end

    March 5, 2021

Menu

  • Home
  • Publication
  • Topics
  • Events
  • Partners
  • Listings
  • Privacy notice
  • About us

Best Execution

In these uncertain times and as the tide of regulation rises ever higher and wider, Best Execution offers an in-depth analysis into the major trends that are shaping the financial services industry as well as providing a more detailed insight into the technology driving new products and services being developed to meet these challenges.

Where the buyside and sellside meet.

Wikipedia: Best Execution

Social

linkedin
Newsletter Sign Up
Copyright © 2020 Best Execution | Site by Refractiv.
  • Home
  • Publication
  • Events
  • Privacy notice
  • Login