OneTick Point-in-Time TCA API provides cloud-based access to historical and real-time market data for transaction cost analysis, enabling users to analyze, benchmark, and optimize trading performance across 200+ global markets with nanosecond-level precision.

Key Features

Point-in-Time Data Access Enables retrieval of market data (quotes and trades) at precise nanosecond intervals.

• Identify adjusted and unadjusted quotes and trades within a nanosecond window.
• Eliminates the need to store all trades and quotes locally.

Global Market Coverage Supports over 200 markets worldwide, including North America, UK, Japan, Hong Kong, and more.

• Aggregates data from 30+ venues in EU and Asia for composite quotes and trades.

Flexible API Functions Offers multiple query types for TCA and benchmarking.

• Point-in-Time and interval-based queries for custom analysis.
• Batch processing for multiple securities and attributes.

Symbol Mapping and Cross-Reference Provides current and historical symbol mapping.

• Supports CUSIP, SEDOL, ISIN, FIGI, exchange tickers, and vendor symbologies.

Cloud-Based and Scalable Delivered as a cloud service for scalability and rapid deployment.

• No infrastructure maintenance required.

Raw Tick Data Access Delivers the finest level of market data granularity.

• Access to raw ticks for detailed analysis.

Benefits

Accelerated TCA Projects Reduces time and cost to implement robust TCA solutions.

• Expedites project delivery by removing data management challenges.

Scalability and Flexibility Handles high volumes and volatility without performance loss.

• Adapts to changing market conditions and user requirements.

Comprehensive Analytics Enables advanced trading performance analysis and regulatory compliance.

• Supports custom benchmarks, slippage, spread capture, and venue comparison