market data analysis

Velocity Analytics

Thomson Reuters Velocity Analytics is a high-performance market data analytics platform that combines our financial and risk content and the industry’s most robust computing and analytical platform: Kx.

The result is the most straightforward, deep and effective real-time system for market data analysis available today. It provides you with low-latency, in-memory and event-driven calculations as data passes through the platform.

Velocity Analytics gives you access to real time and tick history data as well as powerful new tools that transform raw data into unique, actionable insights, to uncover trading opportunities and manage risk.

 

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What Velocity Analytics can do for you:

  • Reduce your total cost of ownership (TCO) with ease of data integration
  • Build front office and regulatory analytics with seamless access to content
  • Better efficiency and scalability with streaming and In-Memory analytics
  • Empower your developers to build faster server-side analytics
  • Simplified API allows ease of connectivity

View the Velocity Analytics brochure >

Simplified data management

Velocity Analytics is highly scalable and highly flexible, handling everything from CEP-style, real-time analytics to wide-ranging historical calculations.

It is designed to pull in content from any sources with minimal data management on your end, while maintaining data quality and robust permissioning.

Sources include a wealth of data repositories from Thomson Reuters:

  • Tick history – we store tick-by-tick data from over 500 sources, and provides up to 20 years' historical data across asset classes
  • Corporate actions – with information on over 94,000 companies from over 97 countries, listed on more than 200 exchanges worldwide
  • Exchange metadata, condition codes and direct feeds
  • Third-party data sources – such as exchanges, brokers and market data vendors
  • Internal proprietary firm data 

60+ core analytics

Velocity Analytics offers over 60 out-of-the-box analytics covering the entire trading lifecycle, including:

  • Market impact estimates
  • Outlier analysis
  • Trade execution algorithms
  • Performance against real-time benchmarks
  • Transaction Cost Analysis (TCA)
  • Execution venue analysis
  • Best execution monitoring & reporting for MiFID II compliance
  • Systematic internalizer determination

Custom analytics development

Velocity Analytics offers you the ability to create your own functions with an enhanced developer experience:

  • Use an optimized script-like language with plenty of code examples available
  • Highly efficient processing of big data sets
  • Many interfaces to other programming environments
  • Faster speed by running calculations closer to the content

How will you benefit from Velocity Analytics?

You’ll spend less time working on fixing or creating new code, more time on high-value work that lowers risk and drives Alpha:

  • Perform real-time pre-trade analytics
  • Develop and back-test market-making trading strategies
  • Perform real-time market monitoring and regulatory compliance checks
  • Build real-time transaction cost models to decrease execution costs
  • Comply with current and upcoming regulations, including MiFID II and its myriad reporting and monitoring requirements
  • Ensure best execution obligations (monitoring and reporting)

Velocity Analytics

Powerful market data analysis and management on a single platform.

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