2021 | Market Data Platform

Market data platform for research and production model workflows at a US registered hedge fund.

The platform covered full US market data workflows for equities and options, supporting both historical research and production model operation across multiple funds. It handled large-scale historical datasets, market event processing, research access, production data delivery, and operational data preparation for active strategies.

The system included fifteen years of historical equities tick data with full US coverage, together with fifteen years of options data at one-minute granularity. It supported model research, production signal generation, and daily operational workflows, including data required by a NYSE-listed actively managed ETF.

The work covered the design, implementation, and operation of an internal market data platform built specifically for the fund’s quantitative research and production requirements.

Relevant benefits

• Full US equities market data coverage.
• Fifteen years of historical equities tick data.
• Fifteen years of historical options data.
• One-minute granularity for options research and model inputs.
• Support for both research and production model workflows.
• Data platform used across different funds and strategies.
• Support for a NYSE-listed actively managed ETF.
• Market events handling for research and production consistency.
• Internal platform tailored to the hedge fund’s operating model.
• Controlled data preparation for systematic model deployment.
• Reduced dependency on fragmented vendor tools and ad-hoc processes.
• Full IP transfer to the customer.

Status

Successfully delivered and operated as an internal market data platform for a US registered hedge fund.