Speed up trade analytics
Thomson Reuters High Velocity Analytics provides customers with a competitive edge by capturing and storing large amounts of streaming and historical data for real-time analysis and decision making. You can capture and analyze high speed streaming content across multiple market venues, as well as building a historical view for detailed analysis and the back-testing of algorithmic strategies.
It is tightly integrated with Thomson Reuters consolidated feeds and is the Thomson Reuters-managed direct feed service Thomson Reuters Data Feed Direct. Not only does it capture content, the Thomson Reuters High Velocity Analytics also does high speed real-time and historical monitoring against your algorithms. It can then publish manipulated pricing data (i.e. VWAPs) or event triggers (i.e. trade signals) back into Thomson Reuters Market Data System or your trade order management systems.
With Thomson Reuters High Velocity Analytics, you can:
- Do quantitative analysis faster – analyses that used to take minutes can now be done in milliseconds.
- Run cross asset-class analysis across the full breadth of Thomson Reuters content
- Lower your order management system – by generating trading alerts and signals against real-time and historical data.
- Back-test algorithms – against a data store capable of holding decades of tick data history.
- Engage in pre- and post-trade analysis – for better execution, trade cost analysis and exchange compliance.
- Replicate industry-standard VWAP streams – with the ability to publish to your entire trading floor community.
Why choose Thomson Reuters High Velocity Analytics?
- Thomson Reuters data quality, integration and support: decades of experience in integrating and distributing market data ensures data quality ‘out-of-the-box’.
- Streaming real time feeds and an unparalleled 10 year tick-by-tick history: allows you to spot market correlations you can profit from.
- Ultra low-latency exchange feeds: total latency less of less than one millisecond to support automated trading environments.
- Data storage for analytics, compliance and other uses – capture every tick of data, from milliseconds to years.
- Store streaming real-time ticks, tick histories and reference data.
- Apply corporate actions to tick-by-tick data.
Zero tick loss with built-in resiliency. - Store raw data formats and/or derived analytics – apply data compression to reduce total cost of ownership.
- Content from Thomson Reuters Market Data System platform deployed as an open, low-latency, high-performance ticker plant.
- Access to over 70 exchange, broker and vendor data sources, as well as internal content on Thomson Reuters Market Data System.
- Sources content from Thomson Reuters Market Data System platform deployed as an open, low-latency, high-performance ticker plant
- Access to over 70 exchange, broker and vendor data sources, as well as internal content on Thomson Reuters Market Data System
- Resiliency: Thomson Reuters High Velocity Analytics fault tolerance & stream persistence, as well as Thomson Reuters Market Data System "no tick loss" source mirroring
- Operational robustness: Supported for Thomson Reuters Management System and Thomson Reuters Market Data System service level exchange permissioning (i.e. DACS)
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Low Latency Enterprise
In conjunction with our partner Intel we continue to drive down latency and improve performance. Are you interested in participating in a proof of concept where we will demonstrate our system latency in a Thomson Reuters/Intel laboratory? Get in touch today!