Shared Market and Reference Data Application

Integration with high quality market and reference data sources is the life-blood of many financial applications. The TeraHelix platform implements a number of shared services which other applications can connect to through a mechanism known as 'external snapshots'. The Consolidated Audit Trail and the Systemic Risk Report FR Y-15 applications rely on snapshots from the Shared Market and Reference Data application to provide insights and inputs for their analytics. It features:

  • Canonical snapshots of historical end of day and intra-day Stock, Equities and FX.

  • Integration of third-party analytics libraries to provide basic derived data snapshots (e.g. returns, volatilities, yield curves etc.).

  • Application specific visualization screens.

Market Data Report

  • Example reports with standard navigation, filtering and sorting.

  • Data lineage of Stock Entry all the way back to source.

  • Exports / Integration with third-party formats and tools (Parquet, SQL, CSV, JSON).

Data Visualization

  • Stock movements and volatility visualization.

  • Overall population volatility comparison.

  • Stock returns distribution.

Managing Snapshots

  • Snapshot calculation flow.

  • Snapshot definition.

  • Visual data loading flow from vendor.