Across global markets, a competitive edge demands the application of big data sets. Yet the management of that data, including processing, collecting and storage can be challenging and costly. ICE DataVault is a comprehensive cloud accessible archive of historical tick data captured from the ICE Consolidated Feed — every trade and quote from global exchanges, OTC brokers, and proprietary data sets, with history spanning 10+ years.
Monitor, detect and prevent potentially abusive or illegal trading activities to help ensure orderly markets. Demonstrate fair and transparent trading and operations.
Model trading strategies to assess performance and viability. Perform in-depth analysis to identify market trends so you can execute with confidence.
Monitor execution performance to comply with regulations. Better identify latency and slippage to help achieve enhanced trading and operational performance.
ICE DataVault’s on-demand bars is an HTTP based API solution that allows you to access open, high, low, close historical aggregated bar data on an end-of-day and intraday basis with intervals as frequent as 1-minute. Data spans hundreds of exchanges, multiple asset classes, with up to 30+ years of history and is available in real-time, delayed and T+1 historical qualities.
Plot real time, delayed, intraday and historical end of day aggregated OHLC bars to create visually appealing web-based charts.
Model trading strategies to assess performance and viability. Perform in-depth historical analysis to identify market trends.
A broker-neutral electronic trading provider whose application provides users with access to global market data, news, charts and analytics, engaged with ICE to integrate the ICE Consolidated Feed and the ICE DataVault On-Demand Bars solution.
Tier 1 sell-side institution integrates the ICE Consolidated Feed into Refinitiv’s Real-Time Distribution System, powering their enterprise applications with ICE’s broad, real-time data sets, which helps them remain competitive in a dynamic environment.
A large North American investment bank wanted to streamline their historical data from fragmented, department-based data repositories to a centralized data warehouse that supports their core business needs globally.
As the financial world seeks to optimize proprietary pricing and trading strategies, the huge volume of tick data demands models that can deal with multi-asset class data and incorporate ancillary data for insights and risk profiling in real-time.
We recently discussed the different approaches to optimizing your algo trade models using real-time & historical data analytics with KX.