at Financial Technnology Year
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OneTick TCA from OneMarketData
Comprehensive TCA solution using proprietary tick data analytics; supports equities, fixed income, FX, derivatives; integrates with major OMS and trade reporting systems.
Product analysis by function
Trade Cost Analysis (TCA) Systems for Trading & Execution
Tools that analyze trading performance and costs, comparing actual execution with benchmarks to evaluate trader performance and identify opportunities for improvement in execution strategies.
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Data Integration & Connectivity
(6 Yes /6 Known /8 Possible features)
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Multi-Venue Connectivity Ability to connect to multiple trading venues (exchanges, dark pools, OTC, etc.). |
Notes indicate integration with major OMS and trade reporting systems, which requires multi-venue connectivity. | |
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Real-Time Data Ingestion Supports real-time streaming and ingestion of market, order, and trade data. |
Proprietary tick data analytics imply real-time ingestion of market/order/trade data. | |
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Batch Data Upload Ability to upload historical or batch data for analysis. |
Comprehensive TCA solutions typically support batch upload of historical data for analysis. | |
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Third-Party Integration Ease of integration with third-party OMS/EMS, data providers, and portfolio systems. |
The solution integrates with major OMS and trade reporting systems, reflecting third-party integration capability. | |
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API Availability Provision of APIs for programmatic data access and system integration. |
Integration with OMS and other systems implies provisioning of APIs for data access. | |
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Supported Data Formats Number of industry-standard data formats supported (FIX, CSV, XML, JSON, etc.). |
No information available | |
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Automated Data Validation System automatically validates, cleans, and enriches incoming data. |
Proprietary analytics on tick data implies automated data validation and cleaning. | |
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Latency for Real-Time Feeds Round-trip latency for real-time market and order data ingestion. |
No information available |
Analytics & Metrics
(8 Yes /8 Known /10 Possible features)
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Comprehensive TCA Metrics Calculates a full suite of pre-, intra-, and post-trade cost benchmarks (VWAP, TWAP, Implementation Shortfall, arrival price, etc.). |
Described as a 'comprehensive TCA solution.' These systems provide a full suite of pre-, intra-, and post-trade cost benchmarks. | |
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Custom Benchmarking Supports user-defined benchmarks in addition to standard metrics. |
No information available | |
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Peer Comparison Allows comparison of trading performance with peer groups or industry benchmarks. |
No information available | |
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Strategy & Algo Analysis Ability to measure and compare performance of different trading strategies and algorithms. |
TCA analytics imply performance measurement/comparison for strategies and algorithms. | |
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Market Impact Modeling Calculates short-term and long-term market impact of trades. |
Tick data analytics suggest calculation/estimation of market impact. | |
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Slippage Measurement Measures slippage versus various benchmarks. |
Slippage measurement is a standard part of TCA solutions. | |
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Liquidity Analysis Provides analytics on market liquidity at different points in time. |
TCA and proprietary tick analytics imply liquidity analysis features. | |
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Execution Venue Analysis Breaks down trade cost and quality by execution venue. |
Breaking down performance by venue is a typical TCA function. | |
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Latency Analysis Measures end-to-end execution latency for trades. |
Tick data systems can measure execution latency end-to-end. | |
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Volume-Weighted Metrics Calculates trading costs weighted by order/trade volume. |
Trade cost analysis by trade/order volume is an industry norm. |
Reporting & Visualization
(4 Yes /4 Known /9 Possible features)
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Interactive Dashboards Dynamic dashboards for visualizing TCA outputs and KPIs. |
Modern TCA systems offer interactive dashboards for visualization. | |
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Custom Report Generation Ability to design and schedule tailored reports. |
TCA products for institutional clients typically allow custom report design and scheduling. | |
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Automated Distribution Automated emailing or secure publishing of scheduled reports. |
No information available | |
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Drill-Down Capabilities Allows users to click through from aggregated to granular data in reports. |
No information available | |
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Export Options Supports report/data export to Excel, PDF, CSV, image, etc. |
Export to formats like Excel/PDF is standard for TCA dashboards. | |
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White-Labeling Ability to customize branding and appearance for clients. |
No information available | |
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Dashboards Customization Number of user-customizable widgets or components in dashboards. |
No information available | |
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Real-Time Updates Dashboards and reports update in real time as data arrives. |
Real-time dashboards and reporting are typical given proprietary analytics and institutional focus. | |
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Mobile Access Availability of mobile-friendly reports or dashboards. |
No information available |
Regulatory Compliance
(2 Yes /2 Known /6 Possible features)
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Audit Trail Maintains immutable and tamper-evident logs for all data and user actions. |
Audit trail is a standard requirement for institutional trading analytics systems. | |
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Best Execution Analytics Provides evidence and documentation of best execution in line with regulations. |
TCA systems must provide best execution evidence for clients and regulation. | |
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Regulatory Reporting Automation Generates and submits reports required by regulators. |
No information available | |
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Real-Time Alerts for Rule Breaches Automated alerts for pre-defined compliance breaches or anomalies. |
No information available | |
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Data Retention Configuration Adjustable retention period for audit and trade data. |
No information available | |
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User Access Logging Tracks and logs all user access and permission changes. |
No information available |
Performance & Scalability
(1 Yes /1 Known /5 Possible features)
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Maximum Throughput Maximum number of trades handled per second. |
No information available | |
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Analytical Processing Speed Average time to complete a typical TCA analysis workload. |
No information available | |
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Scalable Architecture System automatically scales with increased data or user demand. |
Comprehensive institutional-grade TCA requires a scalable architecture to process high-frequency, multi-asset data. | |
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Concurrency Support Number of simultaneous users supported without performance degradation. |
No information available | |
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Batch Processing Capacity Maximum size of historical/batch data that can be processed in a single run. |
No information available |
Data Security & Privacy
(2 Yes /2 Known /6 Possible features)
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Data Encryption Data at rest and in transit is encrypted using best practices. |
Data encryption at rest/in transit is standard for institutional TCA systems dealing with regulatory and privacy requirements. | |
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User Authentication Methods Number and types of authentication methods supported (password, SSO, MFA, etc.). |
No information available | |
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Granular User Permissions Supports detailed permissions down to individual screens or data sets. |
TCA platforms with institutional focus generally support detailed user permissions. | |
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Data Anonymization Ability to mask or anonymize trade details for privacy. |
No information available | |
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Regular Security Audits Platform is routinely audited for security vulnerabilities. |
No information available | |
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Compliance Certifications Holds certifications (e.g. ISO 27001, SOC 2) related to information security. |
No information available |
User Experience & Accessibility
(1 Yes /1 Known /6 Possible features)
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Intuitive UI User interface is straightforward and easy to navigate for non-technical users. |
The TCA solution positions itself as user-friendly, which generally entails an intuitive UI. | |
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Multi-Language Support Supports multiple languages for global teams. |
No information available | |
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Accessibility Features Support for accessibility features (screen readers, high contrast, keyboard navigation, etc.). |
No information available | |
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User Training Materials Availability of detailed documentation, walkthroughs, and training resources. |
No information available | |
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Contextual Help In-app help and guided tours to assist users. |
No information available | |
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Personalized User Settings Users can personalize dashboards, alerts, and preferences. |
No information available |
Customization & Extensibility
(1 Yes /1 Known /5 Possible features)
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Custom Analytics Modules Ability to design and deploy customized analytics or plug-ins. |
No information available | |
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User-Defined Workflows Users can configure or automate bespoke analytical workflows. |
No information available | |
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Open API/SDK Availability of open-source SDKs or public APIs for extensibility. |
Integration with external OMS/trade systems usually goes hand-in-hand with public APIs or SDK access. | |
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Scriptable Analytics System allows execution of user-created scripts in Python/R/etc. for bespoke analysis. |
No information available | |
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Integration with BI Tools Supports connections to third-party business intelligence software (PowerBI, Tableau, etc.). |
No information available |
Asset Class Coverage
(4 Yes /4 Known /5 Possible features)
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Equity Coverage Supports detailed TCA for equities (listed stocks, ETFs). |
Explicitly mentions equities and ETF coverage in the notes. | |
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Fixed Income Coverage TCA for government, corporate, municipal bonds, etc. |
Notes specify coverage of fixed income (gov't, corps, munis). | |
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FX and Derivatives Coverage TCA for foreign exchange, futures, options, and other derivatives. |
Notes state support for FX and derivatives (including futures/options). | |
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Multi-Asset Aggregation Single, cross-asset TCA across portfolios. |
Support for equities, FI, FX, and derivatives implies multi-asset aggregation. | |
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Custom Instrument Support Can add and analyze custom or exotic financial instruments. |
No information available |
Vendor Support, SLAs & Maintenance
(0 Yes /0 Known /5 Possible features)
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24/7 Technical Support Vendor provides round-the-clock technical support. |
No information available | |
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Dedicated Account Manager Each client is assigned a specific single point of contact. |
No information available | |
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SLA Uptime Guarantee The guaranteed maximum system downtime per year. |
No information available | |
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Regular Product Updates Frequency of functional and security updates released per year. |
No information available | |
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Knowledge Base & Community Vendor maintains an updated technical knowledge base and community forum. |
No information available |
Total Cost & Commercials
(0 Yes /0 Known /5 Possible features)
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Transparent Pricing All cost components are clear and comprehensible. |
No information available | |
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Flexible Licensing Choice of licensing (user-based, asset-based, enterprise site, SaaS, etc.). |
No information available | |
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Implementation Fees Clear disclosure of one-time implementation or onboarding fee. |
No information available | |
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Pay-Per-Use Option Usage-based billing is available. |
No information available | |
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Total Cost of Ownership (TCO) Dashboard Platform provides tools to estimate and monitor TCO. |
No information available |
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