Ticks by SIX Market Data Retrieval Service

This technical report outlines the development and implementation of Ticks by SIX, a market data retrieval service designed to provide same-day and historical tick data to institutional clients in the financial services industry. The service is powered by DataHex, a platform-as-a-service solution from RoZetta Technology, which enables efficient access to large volumes of tick data. The report details the challenges faced by SIX in managing and delivering tick data, including the need for quick retrieval and customization to meet client demands. It explains how the integration of DataHex and AWS has allowed SIX to productize its tick data, resulting in significant improvements in data delivery times and the creation of a new revenue stream. The report also highlights the flexibility offered to clients in selecting data and the various use cases for the tick data, including transaction cost analysis and backtesting for investment strategies.