Reuters Tick Capture Engine

Reuters Tick Capture Engine provides customers with a competitive edge by capturing and storing large amounts of streaming and historical data for real-time analysis and decision making. It allows the capture and analysis of high speed streaming content across multiple market venues, as well as building a historical view for detailed analysis and back testing of algorithmic strategies.

• Faster quantitative analysis
• Reuters full breadth of content
• Power your Order Management System
• Back test algorithms
• Pre and post trade analysis
• Replicate industry standard VWAP streams

• Patented technology for high performance capture and store of real-time and historical data in a central location, available for analysis with fast response to queries across massive amounts of data
• Industry-strength application programming interfaces (APIs) and scripting to build ultra low latency in-process analyses (including customized trading algorithms)
• Alerting capability to enable real-time decision making for trading applications
• Graphical User Interface tool to view the data, build customized trading strategies and backtest those strategies
• Interfaces to standard statistical packages (Microsoft Excel, MATLAB & S-PLUS)
• Streaming analytics published to Reuters Market Data System for existing in-house, 3rd party and Reuters applications
• Dynamic customizable VWAP module
• Support for the Reuters consolidated and direct feeds that offer the broadest set of cross-asset data for customers trading in hundreds of markets