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.