Tick Data

Cost effective, tick data and symbology mapping for easy adoption

Lower your cost of ownership and experience tailored client support

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Tick Data Platform

Welcome to one of the world's largest financial market data archives of tick data, from our Partner Morningstar.

The Morningstar Tick Data Platform is a world-class highly resilient cloud based environment. It has been built to ingest, transform and present multi-petabytes of daily tick trade information for your easy access and utilisation. It represents one of the largest financial market data archives in breadth and depth at fantastic value for money. Easy adoption with mapping to all major data instrument codes.

Coverage

Provides access to over 50 million instruments globally and processes over 10 billion orders per trading day. Including complex data sets such as time and sales, market depth and intra-day time series

Scale

Curated data sets and tailored client support services to ensure you get the most from your data solution

Future-proof

Cloud native platform with high availability, security and resilience

Data can be access through a range of interfaces including API, React GUI, FTP, AWS S3

Accessible

Between cloud infrastructure, competitive pricing, and breadth in data, the Morningstar Tick Data platform stretches your budget further and delivers immediate benefit

Additional Tick Data Information

Symbol Presentation

  • Single symbol to represent Level 1 and 2 data sets
  • Straightforward identification of instrument security types
  • Simple exchange ticker-based or contract root-based identification of all symbols
  • Adherence to root code protocol for futures markets
  • Consistent, structured approach to option and strategy symbol syntax
  • Mapping for easy adoption and utilisation to all major data instrument codes

Pricing Data

  • Provides a full order book for most markets where a full order book is transmitted by the exchange; various levels of market depth (by price) are indicated in all other cases
  • Historical database going back to 2003
  • For Quotes and Trades, reveals the exchange timestamp at nanosecond granularity for the largest exchanges
  • All messages are associated with a sequence number generated at market level, allowing for market partition (and later reconsolidation) by message type
  • Provides Close type messages - an OHLVC updated dynamically during and after trading period for all securities

Reference Data

  • Applicable reference fields updated daily (including non-trading days) by snapshot message
  • Symbol renames populated dynamically
  • Extensive coverage of third-party codes for all symbols (including ISINs, CUSIPs, SEDOLs, Valorens and Wertpapiers) and point-in-time changes to codes
  • Populates a Financial Instrument Global Identifier code for all symbols. This
    • Allows market data to be seamlessly compared with another vendor's
    • Facilitates the validation of symbol renames and capital restructures
    • Lets users classify or partition data sets at exchange or share class level

Recap Data

  • Unique to (Morningstar) Tick Data
  • Updated dynamically during trading period

Provides OHLVC refresh, Open Interest refresh and Calculations (various periodic returns, Market Cap, and other fundamental ratios, values, and statistics)

About RoZetta Technology and Tick History

RoZetta Technology exists to tackle real world problems. We believe we can do this through empowering organizations to find insight and realize the potential of data and have been doing so in this era of data science for more than 20 years.

Headquartered in Sydney the business was a member of the RoZetta Institute research group of companies dating back to 1996, focused on driving transformational research in Data Science through its industrial PhD programme. RoZetta Technology played a key role in building operational and commercial entities which resulted in the launch of several businesses and market solutions under the RoZetta Ventures holding company. Solutions include Thomson Reuters Tick History platform, servicing over 630 global banks and hedge funds, covering 450+ exchanges, ingesting more than 10 billion transactions daily. Others from the RoZetta Institute included the SMARTS trading surveillance solution servicing 160+ exchanges, regulators and thousands of brokers which was sold in 2010 to NASDAQ; and Lorica Health transaction monitoring platform identifying billions of dollars of fraud, waste and error.

Given the success and potential for RoZetta Technology to grow further, in November 2019, the company was launched from the Group as a separate entity with the financial support of external investors and management.

The name RoZetta Technology was inspired in a combination of the way the Rosetta Stone was able to deliver understanding and combined with a zettabyte unit measure of data. In 2015, we changed our name to RoZetta Technology to encapsulate the value we deliver: deriving insights from high-volume, high-velocity data to help companies innovate, grow and thrive.

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