Tick data management and analytics tools provider OneMarketData said Friday it has integrated its OneTick Database product with an in-house complex event processing (CEP) engine to create OneTick CEP, a platform for processing and analyzing real-time streaming multi-asset class market data.
OneTick CEP supports a wide range of real-time research and trading initiatives, including quantitative research and algorithmic trading, the company said, noting that it "blends the robust historical tick data management functionality of OneTick Database with the ability to publish real-time streaming analytics and generate live signals."
Users can run queries that span historical and real-time multi-asset class tick data, as well as analyze query results using an embedded “out of the box” analytical layer that comprises nearly all the standard functions performed on tick data, according to OneMarketData.
“As high frequency trading continues to spread across asset classes, so does the need for an integrated tick database, analytics and CEP solution that empowers quants to rapidly develop, test and deploy complex quantitative strategies,” said Leonid Frants, founder and principal of OneMarketData. “With OneTick CEP, users gain this functionality from one fully integrated platform that not only lowers the total cost of ownership, but also increases productivity by empowering quants to develop and maintain just one set of code for quantitative research, backtesting and real-time signal generation.”
OneTick CEP was developed by quants and technologists with experience in statistical arbitrage and program trading.
This article can also be found at SecuritiesIndustry.com.
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