Noetic TickLab

TickLab is a fully-integrated, high-performance market data analytics appliance that provides users with access to complete, fully-integrated, real-time and historical market data from global markets. Content includes all trade reporting messages and detailed quotes from the full-depth order-book that are delivered through direct Exchange feeds.  It is designed for use by traders, analysts, researchers, and regulatory and compliance officials.



Ticklab’s Architecture is straight-forward and includes the following components:

Noetic Listener
• Fully-integrated HPC servers capture unlimited, low latency data streams, and prepare them for loading into dbX

dbX Database (or other MPP solutions)
• MPP analytics database partitioned by key dimensions and optimized for queries using noetictime™ and other factors

Noetic Analytics

• Historic content preserved, as captured, and enriched with proprietary calculations and real-time reference data


Listener Feed Handlers

  • • Configured to load 137 feeds from 47 Americas exchanges and markets.
  • • Feeds from EMEA, Asia Pacific and Latin markets are easily configurable. 
  • • Covering Level2 Equities, Fixed Income, Indices, Derivatives, Spots, Strategies, Spreads and Commodities. 
  • • Configurable to ingest and load up to 25 million Level2 records/second. 
  • • Normalizes by noetictime™ across markets to create the true time series view of market activity
  • • Depth includes Level1 and Level2 messages for trades, BBO, BBO10 and full book.

     

Key Derivations
Noetic analytics include several calculated values that improve query performance:

  • • Noetictime:  UTC-normalized time-series key synchronized
  • • Noeticdate:  UTC normalized date-series key
  • • Noeticprice:  FX normalized bid, ask and trade prices
  • • Noeticsymbol:  fully-indexed universe of CFI instruments that can be traded
  • • Noeticplace:  universe of MIC’s and other venues where instruments can trade

• Noetic has developed an approach that yields the most accurate time-stamped series in the industry.