By Mick Hittesdorf, OneTick Senior Cloud Architect
For quantitative trading firms and asset managers, the task of building a self-provisioned historical market data environment remains one of the most time-consuming and resource-intensive projects when trying to establish a new research capability.
Sourcing data, normalizing symbologies, handling corporate actions, and maintaining infrastructure can take months and absorb significant budget before a single model is tested.
At the same time, the expectations placed on quant teams are accelerating. Firms need faster time-to-market for new strategies, broader asset class coverage, and the ability to work with granular tick-level and depth-of-book data across hundreds of global venues, all without scaling headcount or infrastructure linearly.
Let’s examine how cloud-delivered, managed market data platforms like OneTick are reshaping the build-versus-buy decision for quantitative research infrastructure:
Build vs. Buy: Market Data Infrastructure Calculus
Sourcing, cleaning, and maintaining historical data in-house remains costly and slow. Even the few steps it takes to download a file, import it into your system, and then run analytics adds up when your team has to do this daily. Managed alternatives are gaining traction because it streamlines the analysis process. Let's look at it in more detail:
Accelerating Quant Research Workflows
Pre-normalized, API-accessible data environments are enabling researchers to move from onboarding to back testing in hours to days rather than weeks to months.
Cloud-Native Compute for Intensive Workloads
Operationally, elastic vendor-managed infrastructure supports burst workloads such as multi-year back tests and stress testing, allowing your team to sail through market turbulence and produce more valuable insights.
Data Depth & Coverage
Demand for granular market data is growing. Quants and researchers don’t just prefer it, they require it, including full depth of book, market-by-order and consolidated liquidity across global venues. This level of granularity doesn’t need to add stress to your team. OneTick takes care of the infrastructure to source and normalize the data so you can just hit the ground running.
Integration & Flexibility
Practically, we know that every firm, every team is different. We know you need data access that meshes well with your systems. That’s why our team took the considerations around Python, SQL and REST API access seriously. Managed platforms must fit alongside existing notebooks, pipelines and ML toolchains.
ready to See a cloud environment in action?
Want to learn more? Save your seat for our upcoming webinar on April 28th where I will discuss all of this and more in detail, ending with a live demonstration of OneTick’s on-demand, pre-normalized data environment and Q&A. Register today and submit a question! Can't make it? Check back on the recording page later this week.
Best wishes,
Mick Hittesdorf
Learn more at onetick.com or request a private demo here.
