Overview : Advantages : Features : Technical

FasTick RT Overview

FasTick Real Time (RT) was developed to capture tick data from a client's existing market feed infrastructure and store those ticks in a high-performance, in-memory container that allows for fast access via a programming API. Any instruments (equities, options, futures, indices, fixed income - domestic or foreign) that a client's feed is licensed to receive can be captured live and made available for real-time query or combined with a historical query.

FasTick RT has been tested and performance tuned to capture and store in excess of 60,000 transactions per second in its real-time cache. Transactions captured throughout the day are then "drained" (at a user-configurable time) into our proprietary binary, highly compressed archives for access as historical data. During the draining process, which usually occurs after market hours, the FasTick server application continues to capture any ticks published on the feed.

The API allows the user to seamlessly combine real-time and historical queries by simply specifying a start and end date.

FasTick and FasTick RT allow for the efficient manipulation of real-time and historical tick data at extremely high speeds with extensive flexibility. These products were designed jointly by Quantitative Analytics, Inc. and UBS O’Connor.