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OneTick© is a software solution for tick data management and market data analytics developed by OneMarketData. It combines a proprietary time series database, real-time complex event processing (CEP) and financial analytics. OneTick provides asset-class neutral market data capture, storage as well as reference data primarily focused on the capital markets industry within finance.
OneTick is used for the quantitative analysis of time series financial data. It allows for extracting meaningful statistics to characterize data relationships, detect patterns and possibly predict future values unique to the temporal nature of time series data. It has been used in academic research for the investigation of market volatility and risk and for the supporting analysis of machine learning methods for high frequency trading..
OneTick queries can be written using a acyclic directed graph or in standard code (C++, java). Data can be sourced from either real-time markets or historical time series.
The need for high-performance tick databases continues to grow as traders continue to move towards electronic and algorithmic trading. Quantitative researchers face numerous data management challenges to address increasing volumes in real-time and historical market data due to increased granularity, changing schemas, consolidation and order book complexity. Additionally, new best execution requirements driven by Reg. NMS and MiFID have increased the need for institutions to manage large amounts of real-time data in transparent environments that adhere to new compliance requirements. As such, time series databases have become more prevalent within the financial technology landscape.
OneTick was launched in 2005 by Leonid Frants, Ph.D., who has spent more than 15 years building enterprise financial data management systems for statistical arbitrage, algorithmic trading and program trading departments of Goldman Sachs.
After building the financial data management system to support the quantitative data needs for the entire sell side of Goldman Sachs, he founded OneMarketData
OneTick is designed for time series data management with specific features unique to financial data. This includes order book structured data and the ability to account for corporate actions (i.e. a stock split), exchange calendars and differing symbols formats within the stored data.
OneMarketData was awarded the Buy-Side Technology award for Best CEP Product of the year 2011 for its OneTick product. 
OneMarketData was awarded the Inside Market Data award for Best Contract Win of the Year for its deal for OneTick with Barclays Global Investors in 2009.
- Event Stream Processing
- Database Management System
- Algorithmic Trading
- Mathematical finance
- Complex Event Processing
- ↑ "Oxford-Man Institute of Quantitative Finance (OMI)" Oxford University, Retrieved May 24, 2012
- ↑ "Model Calibration and Automated Trading Agent for Euro Futures" Dr. German Creamer Stevens Institute of Technology, Retrieved May 24, 2012
- ↑ "Data Management Challenges for Quantitative Research" Maria Belianina Ph.D., Retrieved May 16, 2012
- ↑ “Regulation NMS," Securities and Exchange Commission, August 29, 2005
- ↑ “Implementing measures to the Markets in Financial Instruments Directive(MiFID," European Commission, September 2, 2006
- ↑ “Complex Event Processing: CEP has transformed from an emerging technology to an indispensable platform" Aite Group, November 16, 2011
- ↑ "OneMarketData Management," OneMarketData, Retrieved May 16, 2012
- ↑ "Buy-Side Technology 2011 Winners" Retrieved May 16, 2012
- ↑ "Inside Market Data 2009 Winners," Inside Market Data, Retrieved August 24, 2009
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