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 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.

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

Standard

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 has inbuilt data validation.

Customized

Bespoke Metrics

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.

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.

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.