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.
Get a demoWhy financial institutions choose Opensee as their market data store
Key capabilities of Opensee's market data store
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
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
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
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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.
