Tick Data Connectivity
Order & Execution data is typically captured, stored and analyzed within a time series or tick database. With data volumes in the Terabytes, and the specific time series analysis required, whether joins, transformations, calculations, aggregation and conflation, most of our customers have adopted tick databases such as OneMarketData’s OneTick, and Kx’s kdb+. To optimally utilize these analytical engines, it is not enough to connect, and extract data, for example via rudimentary ODBC interfaces. Instead the tool’s power is released through native interfaces and close interaction.