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Published byDarlene Payne Modified over 8 years ago
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©2015 OneMarketData LLC, Proprietary and Confidential Do Not Distribute Maria Belianina, Director Global Pre-Sales Engineering & Professional Services
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Business solution for Capital Markets by design Years of Historical tick data + Real-time CEP + Analytics Asset Class neutral – Equities, Fixed Income, FX, Futures, Options, … Supports Executions, News, Derived and Unstructured data 190+ In-Built Analytical operators provide solutions for Finance Order Books, Portfolios, Trade & Quote Aggregations + + API Built-in logic for Corporate Actions, corrections, cancelations, symbol name changes, futures continuous contracts, calendars and more ONETICK is a Single Point Solution for Tick Data Management and Analysis Archives: History History: Data Archives: History In-memory Database: Today’s TAQ TAQ Loaders Real-time market feeds Collectors CEP Server Tick Server Analytics Markets Reference Data What is OneTick?
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OneTick Local Analytical Server running any number of parameterized queries OneTick Local Analytical Server running any number of parameterized queries Example: Run OneTick queries from R to analyze cross day volume profile Also available “out-of-box”: Extending OneTick analytics with R functions
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US Direct Exchange Feeds120+ Global Exchange Feeds TotalView-ITCH ©2015 OneMarketData LLC, Proprietary and Confidential Do Not Distribute Trades, Quotes, Order Books, Ref Data WebGUI & WebAPI URL WebAPI from R OneTick Desktop API WebGUI to build queries WebAPI URL (REST) CSV, JSON, Compression On-Demand or Scheduled Design & Save Query Build URL Call from R Any URL library (e.g., Rcurl) Full OneTick Analytics Combine with local OneTick data (if any)
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©2016 OneMarketData LLC, Proprietary and Confidential Do Not Distribute # load the packages library(RCurl) # library(rjson) - optional # use getURL(" ", userpwd = "name:passwd") # sample: 1 day of SIAC OHLC 60-second bars for AAPL for 20160204, csv queryURL = "https://cloud.onetick.com:443/omdwebapi/rest/?params= {\"context\":\"DEFAULT\",\"query_type\":\"otq\",\"otq\":\"1/11 3/otq/[your ohlc onetick query unique id].otq \", \"otq_params\":\"SYMBOL=‘AAPL‘\“,\"s\":\"20160204093000\",\ "e\":\"20160204160000\",\"timezone\":\"America/New_York\",\" response\":\"csv\"}“ results_csv = getURL(queryURL,userpwd=“john.smith@gmail.com:...") strsplit(results_csv, "\n") # load the packages library(RCurl) # library(rjson) - optional # use getURL(" ", userpwd = "name:passwd") # sample: 1 day of SIAC OHLC 60-second bars for AAPL for 20160204, csv queryURL = "https://cloud.onetick.com:443/omdwebapi/rest/?params= {\"context\":\"DEFAULT\",\"query_type\":\"otq\",\"otq\":\"1/11 3/otq/[your ohlc onetick query unique id].otq \", \"otq_params\":\"SYMBOL=‘AAPL‘\“,\"s\":\"20160204093000\",\ "e\":\"20160204160000\",\"timezone\":\"America/New_York\",\" response\":\"csv\"}“ results_csv = getURL(queryURL,userpwd=“john.smith@gmail.com:...") strsplit(results_csv, "\n")
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©2016 OneMarketData LLC, Proprietary and Confidential Do Not Distribute
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info@onetick.com www.onetick.com www.tickdata.com (TickData is now owned by OneTick) P.S.: We’re Hiring in Chicago and NYC! Contact us for more info. ©2016 OneMarketData LLC, Proprietary and Confidential Do Not Distribute
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