OUR WORK
Assisting our clients solve real-world problems, find value in data to innovate and drive business growth
Tailored industry solutions driven by real use cases to deliver our clients a competitive advantage through data science and technology
World Class Services
Talented domain experience
Managed Platform
Managed service experts
Client Solutions
Tailored industry
solutions
Hedge Fund - Capital Markets
Capital Markets
Streamlining access to ICE market data in the cloud
Capital Markets
Global financial markets tick data platform
Capital Markets
Cloud migration & enhanced tick data offering
Capital Markets
Fraud monitoring and alerting
SMS Messages
Monitoring and alerting platform
Payments & IT Infrastructure
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
Streamlining access to ICE market data in the cloud
Situation
- Intercontinental Exchange (ICE) is a leading provider of data, technology, and market infrastructure to capture tick-by-tick data for trades and quotes across multiple assets
- To maintain a competitive edge ICE has joined forces with RoZetta to offer their clients flexible delivery and the ability to incorporate data enhancements during this process
- Within Capital Markets the increasing costs and complexity of managing large-scale data remain a constant challenge as data continues to grow exponentially
- Quantitative analysts and Data Scientists are adopting new cloud and analytical platforms to develop value-creating trading strategies
Solution
- RoZetta delivered a Market-Data-as-a-Service pipeline to streamline market data transformation and enhancements, significantly reducing data wrangling and data management costs for ICE and their client base
- This partnership will provide analytic-ready data, transformed, enhanced, and delivered seamlessly to accelerate productivity gains for all end users spanning trading, research, compliance, and risk management
- The solution allows ICE’s clients to select a subset of data fields to be transformed for use in higher-cost environments while delivering the whole extract to lower-cost file storage
- Want to know more about our Data Enhancement Services technologies click here
Benefits
DataHex enables ICE clients to have licensed data seamlessly transformed and delivered into multiple cloud platforms and analytical environments to minimize time spent on data management tasks by high-value specialist roles
Incorporating data enhancements optimizes the processing and ingestion costs for the client
This service is a productivity tool for roles requiring analytics-ready data, reducing time spent on data wrangling while optimizing the total cost of ownership
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 & 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
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
No need to download data to a local environment. Develop and run code in the cloud interactively
A “one stop shop” for researchers to access, query, join and analyse more than 100 data assets across years of 15 years of history
Able to leverage highly scalable clusters of compute using Spark to distribute queries across computers
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
Strong security and full collaboration control. Researchers can share their work with a supervisor or other researchers
Monitoring and operations optimization
Situation
- With over 200,000 sensors streaming metrics from operational plants 24x7 into a data lake the platform was unable to cater for massive data volumes and support required data science query response times
- It was also supporting thousands of data science workloads against the sensor data (in support of platform performance, maintenance, etc.) which presented an operational risk
- Inability to onboard new datasets and use cases
- High operational and support cost
Solution
- New data lake solution architecture defined including benchmarking various solution options
- Implemented and migrated existing data to the new data lake with no impact to existing data science workloads and production
- Developed new access APIs to support ease of onboarding new use cases
- Implemented new security architecture
- Implemented new DevOps processes to improve speed and quality of software deployment
- Want to know more about our Managed Service Platform technologies click here
Benefits
Scalable, agile and flexible AWS data lake architecture able to support required performance requirements and ability to rapidly onboard new use cases
Improved speed and quality of software deployment
Dramatically reduced operational cost
Utility infrastructure monitoring and leakage detection
Situation
- A client with a very large water and waste network in New South Wales
- A widely distributed legacy SCADA network and were assessing the viability and benefits of rolling out a new geo-tagged IOT based low powered sensor network
- Required a scalable near-real time solution to quickly detect and locate water leakages and major burst detection in the pipe network which typically results in 10% of water loss in any year
- The client was looking for a technical partner who had the AWS cloud and data science / machine learning expertise to rapidly develop a proof of concept to identify water leakages
Solution
- An anomaly detection machine learning algorithm was developed which could identify a potential water leakage based on changes in pressure and flow in the pipe network
- Established the platform to ingest sensor readings, invoke the machine learning algorithm and present IOT sensor status on a map of the client's pipe network (based on AWS cloud services)
- New visualization tools allowed a user to easily analyze historical trends and view the network status over different time horizons. Healthy sensor status was shown as green and leakages identified as red over customer map overlays
- Want to know more about our Managed Service Platform technologies click here
Benefits
In a 6-week period, an end to end solution was developed from ingestion, machine learning algorithm development to visualization as a proof of concept
A PoC highlighted several issues with the existing sensor network in terms of time stamping of messages and network equipment which were critical findings for consideration to a larger scale product environment
Detecting and mitigating impact of fraud in messaging
Situation
- Lack of clarity on scale of fraud instances such as phishing and spam activity
- Regulators and Mobile Network Operators losing confidence in A2P providers
- Consumer trust declining
- Global Messaging volumes growing and forecast to be 3.5 trillion messages a year by 2023
- Related global losses circa $2b USD annually forecast to grow to $62b by 2023
- Clients sought greater understanding of customer behaviour and sentiment with proactive tools to manage compliance and customer experience improvements
Solution
- Deep analytics identifying fraud messages and senders
- Identifying anomalous messages in real-time
- Data enriched and streamed to live dashboard showing customer activity, message themes and irregularities
- Data store for additional data science analysis - predictive and prescriptive innovations
- Enabled a differentiated offering for alerting and fraud mitigation prior to customer impact
- API allowed for flags to be returned in message management
- Want to know more about our Managed Service Platform technologies click here
Benefits
High availability, redundancy, scalability, and resilient platform - inclusive of desired reporting features
Optimized cost profile for scale and performance targets
Modular serverless architecture proving zero lock in technology commitment for ongoing platform enhancement
Infrastructure supporting roadmap for innovative product development at scale
Critical IT infrastructure, payments, and communications ecosystem performance
Situation
- Near-real time monitoring and reporting across payment hubs, unified communications ecosystems and contact centres
- Required infrastructure to cope with speed and scale demands due to the quantity of data involved and analytic processing complexity
- Sought to modernize on-premise legacy platform to address new markets, improve speed-to-market and launch new product offerings
Solution
- Provides deep analytical capability with full SQL support as required
- Real time ingestion, storage, and provision for query engine - utilizing hot and cold data pathways to optimize performance and cost profile
- Data recency faster than 30 second target
- Scalable solution to accommodate high volume, peaking at 300,000 payment transactions per second during black Friday sales
- Want to know more about our Managed Service Platform technologies click here
Benefits
High availability, redundancy, and resilient platform - inclusive of desired reporting features
Optimised cost profile for scale and performance
Modular serverless architecture proving zero lock in technology commitment for ongoing platform enhancement
Infrastructure supporting roadmap for innovative product development at scale