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).
Stock movements and volatility visualization.
Overall population volatility comparison.
Stock returns distribution.
Snapshot calculation flow.
Visual data loading flow from vendor.