Data Enhancement Service
Data Enhancement Service
RoZetta Technology enables clients to access a service to normalize and enhance historical market data and deliver extracts seamlessly to their preferred environment.
Data Enhancement services
DataHex Data enhancement service provides a streamlined approach to transforming and enhancing historical market data, substantially minimizing data wrangling and data management costs for the client.
DataHex is our specialised data science and technology-driven SaaS Data Management Platform for capital markets. Storage, searching, querying, and extracting are optimized, providing rapid data discovery, selection, and extraction.
DataHex is data source agnostic, and RoZetta has ingestion pipelines for data sourced directly from data vendors. The data is accessible via an intuitive user interface and an API suite.
The DataHex platform can deliver analytics-ready data to a client’s preferred technology platform, e.g., Snowflake, DataBricks, RedShift, Google Big Query, Synapse, KDB +, Azure, and Google blob storage.
Data Enhancement Options
1 Minute Time Bars
5 Minute Time Bars
- Timebars (Open, High, Low, Close, Volume, Open Bid, Open Ask, Low Bid, Low Ask, High Bid, High Ask) calculated for each minute, for either a selection of instruments or for each instrument across the entire exchange historically and daily-ongoing. The time bar data will be delivered as part of the transformed data.
Standard Metric Pack
- Metrics (VWAPs, Spreads, Volatility, Number of Quotes, Quotes to trade ratio, etc.) calculated for either a selection of instruments or for each instrument across the entire exchange historically and daily-ongoing. This data will then be delivered as part of the transformed data.
- Data ingestion and transformation has inbuilt data validation.
- Aligned to client requirements can be incorporated into the transformed data delivery.
Bespoke Time Bars
- Generation of time bars based on custom timebar intervals (e.g., 3m, 12m, 25m, etc.) of the client's choice for either a selection of instruments or for each instrument across the entire exchange historically and daily-ongoing. This data will be delivered as part of the transformed data.
- Once off, build and deliver a historical snapshot of all symbol name changes (re-names, re-use, delisted) built across the list of exchanges the client has licensed. Daily top-ups are part of the ongoing data delivery service.
Data Gaps Resolution
- Where a data gap is detected, RoZetta will liaise with the data vendor to obtain missing data and splice it into the client’s data.
Corporate Actions Adjustments
- End-of-day pricing summaries are adjusted to corporate action announcements historically and delivered.
- Once off, build and deliver a Security Master, consolidating reference data across the history of all instruments on each exchange the client has licensed. Daily top-ups are part of the ongoing data delivery service.
Data Consulting Service
- RoZetta provides outsourced data operations to support clients' requirements for managing exchange change notifications and dealing with vendor data issues.
To learn how an enterprise-centric approach drives productivity to create value see our news article.
Contact us today to find out how our data enhancement services can improve your market data and reduce your wrangling costs.