Market Data Management
The OpenGamma Platform comes with extensive support for the market data management necessary for modern quantitative finance.
Market Data Transformation/Normalization/Aggregation
The The OpenGamma Platform allows you to bring together multiple live data sources and present them to applications and the rest of the Platform in one consistent way.
Historical Time Series Management
Consolidate your historical time series (from data providers or internally generated marks) into one consistent data management system.
Intraday Snapshot Management
Store named streams of market data snapshots and use them in any computation context:
- Hand-calibrate curves, surfaces, and cubes and publish to all users at the same time, with full history support.
- Snap market data conditions for later forensic analysis.
- Store complex scenarios and perturbations as individual snapshots in a sequence.
Bloomberg Open API Integration
- Use the OpenGamma Platform out-of-the-box with a Bloomberg SAPI or Terminal.
- Full integration of market, reference, and historical data against the BLPAPI.
Integration with All Major Data Providers
Thomson-Reuters RMDS Integration
If you already have a Thomson-Reuters RMDS infrastructure, OpenGamma Live Data integrates directly with it, including full DACS support.
ACTIV Financial Integration
Integrate ACTIV's low-latency, high-performance feeds directly into OpenGamma for near-real-time pricing and risk.
Tullett-Prebon Integration
Built-in market data feed handlers fully supported by OpenGamma, available under a commercial licence.
ICAP Integration
Built-in market data feed handlers fully supported by OpenGamma, available under a commercial licence.