TRADEDATA Central API provides on demand access to machine readable market leading reference and market data for the derivatives industry. Request, retrieve and integrate the data you need into your trading systems, workflows and applications, using RESTful web services and open internet standards.
The frequency of reference data changes across global markets such as session time amendments, margin movements, tick size, ticker changes and even new contract listings, mean that firms need updates as they hit the market to avoid out trades and sub-optimal trading operations.
Official vendor symbology for new intraday strike series on options can take up to two days to appear in data feeds, so on the day trading creates trade breaks which require manual intervention to clear.
For small to medium size trading firms, the ability to scale input costs to match portfolio activity and client demand, is critical to maximise returns while building up a book of business and is high on executive management agendas.
TRADEDATA Central API offers customers easy and timely access to its extensive library of reference data content including intraday updates of symbology and regulatory reporting data. Data changes include market data symbols for new strike series and amendments to contract specifications and other symbology.
TRADEDATA Central API enables a superior reconciliation environment and lowers costs and risks of trade processing and can complement existing bulk datafeed services with secure, enterprise log-ins for users to access, search and retrieve their firm's specific data content.
TRADEDATA Central API allows you to gain full control of your data that is typically complicated to manage, and enables the distribution of golden copy reference data across your enterprise with minimum implementation and business impact and to avoid the investment in data teams and data management systems.
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