Intra-day tick databases are the repositories for fundamental information driving important applications like algorithmic trading and real-time risk management. However, when these systems get contaminated with bad data, they can become a major source of downstream error and result in bad execution or the miscalculation of financial positions.
Datactics improves and monitors the quality of tick data in your time series database by profiling data to identify gaps, errors and inconsistencies. Our powerful in memory matching technology can de-duplicate sequence numbers and repair bad data by augmenting/merging with known good records.
✓ Manage ETL operations (e.g. import & normalization) on tick data from a single hub
✓ Out of the box rules for tick data cleansing
✓ Profile data to identify gaps & inconsistencies
✓ Automatically identify and flag outliers like price spikes, corrupt fields and delegate to interactive review
✓ Compare data quality between vendors
✓ Merge tick data sources to fill in gaps
✓ Data quality metrics for visualization in popular BI tools like Qlik.
✓ Easy integration with kdb+ and other time series databases
✓ Solution is owned by your data custodians & analysts without the need for software development resources
✓ Future Proof – Our GUI lets you easily import tick data from new sources, validate new fields and integrate with time series databases.