Pre-Trade Data & Market Data
Pre-Trade Data & Market Data Services
Most ETRM issues that look like application bugs are actually data problems that started upstream. We build the ingestion, validation, cleansing and reference-data mapping layer that sits between external data providers and your trading and risk ecosystem - so the data your ETRM consumes is complete, consistent and trustworthy before it ever reaches a trade.
Common Questions
Problems we help investigate and resolve
“Why is a price missing from today's curve?”
We trace the ingestion pipeline from source file or API through mapping and validation to find where the price was dropped or rejected.
“Why do two systems show different prices for the same index?”
We reconcile source feeds, mapping tables and timing to identify where the divergence was introduced.
“Why did a bad data point flow through into a valuation?”
We design validation and cleansing rules that catch outliers and gaps before they reach downstream systems.
Capabilities
What this service covers
Ingestion & Integration
- Market data ingestion
- Exchange data integration
- API integration
- Real-time and batch data
- File-based and streaming feeds
Quality & Governance
- Data normalization
- Data validation
- Data cleansing
- Data quality monitoring
- Data reconciliation
Reference & Analytics
- Reference-data mapping
- Price and forward curves
- Volatility data
- Fundamental and weather data
- Historical data management
Architecture
Pre-trade data pipeline
Industries
Industries we apply this to
FAQ
Frequently asked questions
Related Reading
Related articles and services
Build a Better Market Data Pipeline
Tell us where your market data breaks down today and we'll map out what a reliable pipeline should look like.