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Market Data Store

Integrate market data with our market data store  

Get your EOD and intraday market data into Opensee faster and leverage it for analytics and backtesting - saving time on development, maintenance, and support.

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Key benefits

Why financial institutions choose Opensee as their market data store

Faster, more flexible analytics across EOD and intraday

Complex data integration projects shouldn't consume months of scarce quantitative resources. Bringing end-of-day and intraday into the same Opensee store lets users drill from high-level daily aggregates down to tick / intraday granularity. Get seamless top‑down analysis (portfolio → instrument → trade / tick), rapid “what-if” and backtesting on both historical daily curves and intraday behavior.

Single source of truth for pricing and risk

Storing all market data types (prices, curves, vols, liquidity measures) in one governed store eliminates reconciliation issues between overnight risk, intraday P&L, and front‑office tools and simplifies lineage and auditability, reducing operational risk.

Industrialized backtesting on clean, historical market data

Begin with tested patterns, extend them for institution-specific needs, run strategy backtests directly on a governed, historical market data store rather than bespoke data extracts, enabling multi-horizon backtests (daily, bar, or tick-based) without changing tools or switching databases. Get fast replays of historical market conditions (including stress periods) and reproducible results via versioned market data snapshots (e.g. “official close of that day”).

Key features

Key capabilities of Opensee's market data store

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 Timely and reliable market data

High-performance, ad-hoc querying and aggregation on columnar, time-partitioned data, enabling fast computation of rolling metrics, VWAP, liquidity measures, realized volatility, correlations, and curve analytics on years of EOD and intraday history to support exploratory analysis, stress testing, and backtesting.

Single market data point retrieval 

Easy drill-down from aggregated views to intraday detail

Fast analytics on rolling metrics

Interactive response times even on years of intraday data

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Data quality and trusted market data governance

Robust data quality framework with automated validations, completeness checks, cross-source reconciliations, anomaly detection, and metadata, ensuring clean, trusted market data for pricing, risk, reporting, research across EOD and intraday use.

Automated data validations on ingestion

Cross-source reconciliation and anomaly detection

Completeness and timeliness checks

Data quality preservation and validation

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Store both end-of-day and intraday market data

Dataset-level and field-level lineage: which vendor/source, which transformation, which calibration run. Versioned market data snapshots (e.g. “official close,” “intraday snapshot 10:30,” “back-filled corrections”) so past valuations can be exactly reproduced. Full auditability with access control and usage tracking.

EOD market data storage and retrieval

Centralized governance with fine-grained access control

Versioned market data snapshots (e.g. official close, intraday snapshots, corrections) enabling exact replay

Full historical retention with versioning support

Reduce development and facilitate back-testing

Save time and cost on market data retrieval projects, allowing dev resources to focus on value-added analytics instead of data infrastructure. Get multiple open access interfaces: a self-service UI for business users to safely explore and download data, and APIs/Python SDK for quants and engineers to directly plug in and test their models.

Production-ready data platform

Run large-scale backtests directly on centralized EOD and intraday market data

Reproduce historical scenarios using versioned, timestamped market data snapshots

Faster time-to-value for new analytics

More solutions

Explore more Opensee solutions

Trade Analytics

Centralize the trading lifecycle into one unified repository, enabling real-time post-trade analysis, MiFID II best execution compliance, and AI-driven pre-trade intelligence to optimize every trade before execution.

Financial Resource Management

Monitor, stress test, and explain how liquidity, interest rate risk, and capital constraints interact across the banking book.

Banking Credit Risk

Monitor credit risk across retail, SME, and corporate portfolios by exploiting PD, LGD, and EAD outputs, analyzing provisions and RWA, and identifying emerging risks early.

Collateral & Margin Management

Monitor SIMM exposure, optimize collateral allocation, and automate margin workflows in real time, with AI-driven insights and full regulatory audit trails.

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See our market data store in action.
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