SIX: cloud-based historical tick data

Challenge

A legacy tick platform, and growing demand

Banks, brokers, and asset managers rely on historical tick data for compliance, surveillance, backtesting, and analysis, while rising volumes and vendor costs are a concern. SIX delivers reference, pricing, corporate actions, and ESG data, and wanted to modernize its legacy tick history and take a new offering to market, highly configurable and multi-channel at an affordable cost.

To take advantage of the growing demand for historical data, SIX needed to modernize its legacy tick platform and bring an improved offering to market.

Solution

Cloud tick history, end to end

SIX worked with RoZetta using the proven DataHex cloud tick history solution. End-to-end ingestion, curation, and management of real-time multi-asset tick data in AWS from primary and failover sites, covering 360+ exchange venues, 33 million instruments, around 600 data fields, and 2.5 PB of history.

A white-labeled DataHex interface for SIX sales and operations to browse, select, and deliver, with predefined templates or tailored configurations. Flexible delivery via SFTP, API, and cloud, on demand or scheduled, from two hours after market close. Tick metrics and timebars for transaction cost analysis and performance evaluation.

What DataHex delivered

End-to-end tick data management in AWS Ingestion, curation and management of real-time multi-asset tick data from primary and failover sites.
2.5 PB of history, 360+ venues 33 million instruments and around 600 data fields.
White-labeled DataHex interface SIX sales and operations browse, select and deliver, with predefined templates or tailored configurations.
Tick metrics and timebars For transaction cost analysis and performance evaluation.

Results