Velocity Analytics

Summary

Thomson Reuters Velocity Analytics (TRVA) is a high speed analytics and data services platform which seamlessly integrates the depth and breadth of Thomson Reuters content to create the most straightforward, deep and effective real-time system for data analysis. 

This comprehensive solution integrates content (real-time, reference, corporate actions, historical tick) with complex event processing and blended analytics in order to provide real-time actionable insights. 

Overview

Thomson Reuters Velocity Analytics (TRVA) 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.  

 

Velocity Analytics is a complementary capability to the Thomson Reuters-managed direct feed service. Thomson Reuters Data Feed Direct meets customer demand for ultra low latency exchange feeds to fuel their automated trading environments. Velocity Analytics supports Thomson Reuters Data Feed Direct as well as the Thomson Reuters consolidated feeds which today offers the broadest set of global, cross-asset data.  In addition, Velocity Analytics integrates with the TREP-RT (RMDS) platform that currently supports direct connection to 70 global sources of data feeds as well as customer created publishers for their proprietary data. TREP-RT is deployed world-wide as a low latency, high performance ticker plant inside banks, brokers and hedge funds. 

 

Use Cases:

  • Drive your Algorithms in Production with Velocity Analytics 
  • Building and back testing trading strategies
  • Publishing streaming analytics to TREP-RT

Features & Benefits:

  • Process streams of real-time market data updates for real-time analysis, including concurrent analysis of real-time and stored historical data
  • 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)
  • Graphical User Interface tool to view the data, build customized trading strategies and backtest those strategies
  • Streaming analytics published to TREP-RT for existing in-house, 3rd party and Reuters applications
  • Support for the Thomson Reuters consolidated and direct feeds that offer the broadest set of cross-asset data for customers trading in hundreds of markets
  • Support for capture, storage and analysis of order books
  • Sources content from TREP-RT platform deployed as an open, low-latency, high-performance ticker plant
  • Access to over 70 exchange, broker and vendor data sources, as well as internal content on TREP-RT
  • Resiliency: Velocity Analytics fault tolerance & stream persistence, as well as TREP-RT  source mirroring
  • Operational robustness: Supported for Reuters Management System and TREP-RT service level exchange permissioning (i.e. DACS)