Our Work
Data Modernization
Proven capabilities in data modernization.
DataHex platform, a cloud-based application, supports both physical and cloud technologies, making a seamless transition to the cloud possible. We combine data engineering, data science and advanced architecture to help organizations migrate to more efficient and cost-effective platforms.
Leveraging behavioral data to develop market Indices
Situation
- PEXA, a world-first digital settlement property platform helps homebuyers and sellers track their settlement progress in real-time.
- To provide greater insight into the mortgage refinancing industry PEXA wanted to develop a Refinance Index enabling mortgage lenders, mortgage securitization holders and government agencies to understand trends, benchmark market share by sector and understand emerging industry risks.
- The Refinance index is calculated against the total market activity at many geographic levels i.e. national, state, metro/regional, local areas etc.
- The index provided PEXA with a unique market insights and benchmarking data product to license to industry participants as well as industry observers looking for lead economic indicators.
Solution
- RoZetta data scientists leveraged behavioral data to develop an effective residential refinance index for PEXA to measure the level of mortgage refinance by geographic market.
- RoZetta designed, developed and delivered the Refinance Index through a automated cloud solution with monthly data updates and the production of indices at all levels of geography (i.e. State, metro/regional, local area markets.)
- The final product seamlessly incorporates into the PEXA web portal to provide subscribers with access to the index history and updates.
- The index tracks the refinance activity value and volume historically and allows for comparison between geographic levels providing the user with invaluable benchmarking insights.
- The Refinance Index provides data-driven insights into property data crucial for governments, consumer lenders and holders of securitized portfolios. See the PEXA refinance index tool here.
Benefits
PEXA was able to accelerate the speed to market in launching the Refinance Index by partnering with RoZetta Technology and accessing a unique blend of industry knowledge, data science and cloud capabilities
The Index enables industry participants to benchmark and compare their mortgage portfolio changes compared to the market - clearly highlighting real gains or losses in market share
Surface any underlying portfolio risks and help with growth and retention resource allocation
The Index creates a new revenue opportunity for PEXA generating value from their rich property market data by providing accurate and timely insights into market performance
As a portfolio management tool, the index is crucial to provide a foundation for future indices and metrics to provide transparency and encourage competition in the highly competitive property market
The Index is a market first in terms of providing quantitative time-series trends at all levels of geography
Hedge fund - Capital markets
Situation
- A global market maker with decades of historical tick data requires a data management solution to resolve the following issues:
- Reference data with invalid or missing links
- Expiry dates were not available for some instruments
- Multiple expiry dates for other instruments
- Missing reference fields and incorrect field lot units
- Option chains contain unrelated instrument codes
- Incorrect values in the intraday data, requiring recalculation from raw tick data
- Incorrect symbology mapping
Solution
- Establish an instance of DataHex in the client’s AWS environment
- Download, consolidate, validate and ingest historical and ongoing market data (from multiple data vendors.)
- Identify missing or corrupt data and liaise with Data Vendors to replace.
- Remove irrelevant instruments from historical option chains.
- Create and maintain Security Master reference.
- Resolve data quality issues e.g. incorrect expiry dates, currency codes and last trade dates.
- Want to know more about our Data Enhancement Services technologies click here
Benefits
DataHex platform optimizes storage, searching, querying, and extracting to provide rapid discovery, selection, and extraction within a cloud environment
DataHex enables seamless transformation and delivery into multiple cloud platforms and analytical environments
DataHex is data source agnostic and has ingestion pipelines for data sourced directly from multiple data vendors
File fragments integrated into an immediately useable format
Invalid and corrupt data issues are promptly managed with Data Vendor
Mapping of the Symbology table to internal security identification tables
Publish a data calendar highlighting a list of known issues
Incorporate the calculation of one-minute timebars in the ingestion process
Data is presented in an analytics ready state. Minimized the data wrangling and manual validation of data, reducing overall data management costs
Automatic validating, updating, and maintenance of Security Master
API and GUI to search, schedule and extract data by instrument, portfolio, asset class, or exchange by time and date range
Data can be transformed and delivered into multiple cloud formats on extract
Financial cloud analytics platform for academics
Situation
- SIRCA had been operating an on-premise data portal to service its university client base who are focussed on PhD level academic research in capital markets. The solution provided a data download service for primarily Australian and New Zealand historical tick data, company announcements and Corelogic property data
- This platform had been in production since 1997 and was unmaintainable and unsupportable given its age
- RoZetta Technology collaborated with SIRCA with an enhanced proposition to market by expanding the range of data on offer, as well as migrate the service to a modern cloud analytics solution
Solution
- RoZetta Technology and SIRCA partnered with Morningstar to expand the data offering to include new geographies including new datasets covering company fundamentals, corporate actions, company announcements in addition to expanded tick data
- The solution was deployed on a Databricks managed cloud environment hosted on AWS
- The solution also normalises, conforms, and enriches this broad set of up to date historical datasets
- Want to know more about our Managed Service Platform technologies click here
Benefits
A fast, accessible, and usable solution for end users to retrieve significant data requests in only seconds and minutes rather than hours
Able to leverage highly scalable clusters of compute using Spark to distribute queries across computers
No need to download data to a local environment. Develop and run code in the cloud interactively
Choice of programming languages: R, Scala, Python and SQL with the ability to utilize the full programming libraries available in the language for example for graphing or machine learning
A “one stop shop” for researchers to access, query, join and analyse more than 100 data assets across years of 15 years of history
Strong security and full collaboration control. Researchers can share their work with a supervisor or other researchers
Global financial markets historical data platform
Situation
- Opportunity existed to better support decision making in financial markets by providing accessible and usable financial data at scale
- Required a solution to accommodate:
- Structured and unstructured financial market data sets – tick data for more than 450 global exchanges
- Scale to cope with over 3 petabytes of data
- Data including over 10 billion transactions daily; 15 years of historical data and over 85 million financial instruments
- The solution was to offer a ‘bigdata’ solution before such a term existed
- Required a managed service to provide full end-to-end operational support
- To maintain a highly resilient stable platform to a demanding client base
- There was an opportunity to partner with Thomson Reuters who were looking to better service the market using a trusted technology partner in RoZetta Technology
Solution
- Through design, build and operations an on-premise technology solution was architected and imbedded with data science tools to enable effective ingestion, transformation and presentation of financial market data
- The platform was fully managed – for over 15 years providing 24/7 global support and system maintenance
- Want to know more about our Managed Service Platform technologies click here
Benefits
Scalable, agile, architecture able to support required performance requirements
Used by over 650 clients representing over 90% of the world’s largest banks and 80% of largest global hedge funds
Delivered a long running, highly resilient solution – generating tens of millions of dollars in revenue for Thomson Reuters annually
Processing over 25 million client requests each year
With over 99.97% platform and data availability since 2008
Cloud migration and new product in historical data offering
Situation
- With rising demand for tick data history, Morningstar set out to lift the performance to make it quicker and easier for clients to access the tick data offering
- Required modernisation of a tick data technical infrastructure, to migrate to cloud technologies and introduce new tools to improve product offering.
- Moving from legacy on-site storage using single-threaded process. This previously required data copied to hard drives and shipped via courier
- Required a migration and conformance of a complex dataset covering:
- Over 2.5 petabytes of tick level 1 & 2 market data, 50 million instruments
- Covering over 200 trading venues and circa 99% of global equities coverage
- Data dated back to 2003 and included 10-years USA composite data, exchange messages and outage information
- Required a capability to quickly filter, extract and engage the data points including trade date and time, exchange time, volume, trade price, last bid and offer
Solution
- Full-service cloud migration to native AWS serverless technology environment
- Ability to ingest, curate and manage a considerable range of market data sets originating from global exchanges and markets
- Client interface/shop front to enable direct login access and purchases
- Additional mapping tools introduce to enable easy adoption to all major instrument codes
- Want to know more about our Morningstar Tick Data Solution click here
Benefits
Fully scalable, agile, architecture able to support required performance requirements of a multi-petabyte operation
High availability, security, and resilience with data accessible through a range of interfaces such as API, React GUI, FTP, AWS S3 and more
Sped a typical customer extraction from an 8-week deliverable to less than 2 hours
Reduced barriers to adoption through effective instrument mapping tools