

Maria Belianina, Director
Global Pre-Sales Engineering & Professional Services
©2015 OneMarketData LLC, Proprietary and Confidential Do Not Distribute
What is OneTick?
ONETICK is a Single Point Solution
for Tick Data Management and Analysis
 Business solution for Capital Markets by design
 Years of Historical tick data + Real-time CEP + Analytics
 Asset Class neutral – Equities, Fixed Income, FX, Futures, Options, …
 Supports Executions, News, Derived and Unstructured data
 190+ In-Built Analytical operators provide solutions for Finance
 Order Books, Portfolios, Trade & Quote Aggregations +
+ API
 Built-in logic for Corporate Actions, corrections, cancelations, symbol
name changes, futures continuous contracts, calendars and more
Markets
Markets
Real-time market feeds
Collectors
In-memory
Database:
History
Archives:
Today’s
TAQ
TAQ
TAQ
Loaders
History
History:
Archives:
Data
Reference
Data
History
CEP
Server
Analytics
Tick
Server
Analytics
Example: Run OneTick queries from R
to analyze cross day volume profile
OneTick
Local
Analytical
Server
running any
number of
parameterized
queries
 OneTick ODBC
driver/SQL
 OneTick R API
>>>
 Run any
OneTick
queries
directly from R
 On-demand
 Pass query
parameters
Also available “out-of-box”: Extending OneTick analytics with R functions

Access Market Data from
OTCloud 
Trades,
Quotes,
Order Books,
Ref Data
US Direct Exchange Feeds
120+ Global Exchange Feeds
TotalView-ITCH
WebGUI & WebAPI
URL WebAPI from R
•
WebGUI to build queries
•
Design & Save Query
•
WebAPI URL (REST)
•
Build URL
•
CSV, JSON, Compression
•
Call from R
•
On-Demand or Scheduled
•
Any URL library
(e.g., Rcurl)
OneTick Desktop API
•
•
Full OneTick Analytics
Combine with local
OneTick data (if any)
©2015 OneMarketData LLC, Proprietary and Confidential Do Not Distribute

OTCloud   R
# load the packages
library(RCurl)
# library(rjson) - optional
# use getURL("<http REST API URL>", userpwd = "name:passwd")
# sample: 1 day of SIAC OHLC 60-second bars for AAPL for
20160204, csv
queryURL =
"https://cloud.onetick.com:443/omdwebapi/rest/?params=
{\"context\":\"DEFAULT\",\"query_type\":\"otq\",\"otq\":\"1/11
3/otq/[your ohlc onetick query unique id].otq \",
\"otq_params\":\"SYMBOL=‘AAPL‘\“,\"s\":\"20160204093000\",\
"e\":\"20160204160000\",\"timezone\":\"America/New_York\",\"
response\":\"csv\"}“
results_csv =
getURL(queryURL,userpwd=“[email protected]:...")
strsplit(results_csv, "\n")
©2016 OneMarketData LLC, Proprietary and Confidential Do Not Distribute

OTCloud   R
©2016 OneMarketData LLC, Proprietary and Confidential Do Not Distribute

[email protected]
www.onetick.com
www.tickdata.com
(TickData is now owned by OneTick)
P.S.: We’re Hiring in Chicago and NYC!
Contact us for more info.
©2016 OneMarketData LLC, Proprietary and Confidential Do Not Distribute