Analytics-ready data with DataHex Data Enhancement Service
- 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 specialized 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.
- The platform is data source agnostic, and 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.
A streamlined approach to transforming and enhancing historical market data
Data transformation
Data transformation receives a file in one format and converts it to an alternate format required by a client, usually for utilization in analytics and delivers it to the client’s platform of choice.
Clients may choose to have a subset of fields or symbols transformed and delivered to their preferred destination.
Customized metrics
To streamline the enrichment process, RoZetta will incorporate customized metrics based on clients’ specifications.
Enrichments could be proprietary rules for time bars or bespoke market metrics.
Customizing the enrichment ensures data arrives analytics-ready for end users.
Enhancement and enrichment
DataHex enhances the data during transformation by improving the overall data quality, identifying data gaps, and ensuring accurate symbology mapping over time.
Adding metrics like one-minute time bars, End-of-Day summaries bars, Index Chains and standard market metrics enriches the source file.
Some of our data enhancement options
Standard Options
1 Minute Time Bars
5 Minute Time Bars
End-of-Day
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 validation
Data ingestion and transformation have inbuilt data validation.
Customized Options
Bespoke metrics
Bespoke time bars
Aligned to client requirements can be incorporated into the transformed data delivery.
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.
Symbology mapping
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.
Security master
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.
Empowering market data consumers and vendors
Here are some of our work in the Capital Markets. DataHex ingests, stores, enhances, transforms and delivers data efficiently, so your team can focus on what truly matters.
Streamlining access to ICE market data in the cloud
Global financial markets historical data platform
Cloud migration and new product in historical data offering