Market Data

Boston Technologies offers both real time and historical data for running, analyzing and back-testing algorithmic trading models. Not only do we provide reliable, up to the second quotes, but we also monitor and support the quote streams and historical data in order to provide the highest level of service to you and your customers.

Real Time Data
In addition to the quote streaming functionality of our Bridge product, BT offers real-time rate streams for various industries, including Foreign Exchange and Commodities pricing. Please call 617-314-6800 for more details, or email sales@bostontechnologies.com.

Historic Data
Developing new trading algorithms is dramatically simplified by loading the Hotspot historical data into an algorithmic trading system. Quantitative researchers have a full range of tools at their fingertips to navigate the data and uncover trading signals that are unique to your firm.

Historical data can be manipulated in replay mode to uncover specific market behaviors that form the basis of new algorithmic trading strategies. Users can drill into the market data to focus in on specific time periods or noteworthy market events.

New trading models can be run over a set of data to observe how they will act against historical patterns. Once a new algorithm has been developed using historical data, it can immediately be put into production against real-time data from the Hotspot FXi ECN. As the algorithm triggers trades, they can be automatically executed through the Hotspot exchange. The Automated Order Processor enables fully-automated trade execution, with the assurance of neutral pricing and best-price execution Hotspot is famous for.

Back Testing
Testing the behavior of new algorithms against historical data is a vital step in the algorithm life cycle. Without back-testing, it can be extremely difficult to accurately predict the behavior of a given model - and even more difficult to fine-tune the model for optimal profitability.

By loading the Hotspot FXi historical data into a flexible algorithmic trading solutions, algo traders, portfolio managers, quantitative researchers, and other users can rapidly run new models against any historical data set. This ability not only ensures predictability of model behavior, but it also allows the model to be run against a variety of time frames and market conditions.

Users can run their models with different input parameters (e.g. time intervals, trading frequency, triggering events, etc.) and save the results - allowing them to compare the efficacy of the model in different modes and select the best performers. The P&L performance of the model is immediately visualized along with a graph of the signal and simulated trades. Once the model is fully back-tested and optimized, it can be immediately deployed into live production, with trades executed on the Hotspot ECN. The trade behavior and real-time P&L of live algorithms can then be continuously monitored for on-going performance tuning.

Tick Data
Tick data includes executable bids and offers streamed into the Hotspot FXi ECN by bank market makers as well as bids and offers entered by other platform participants.

Who should use Historical Data

Some Uses of Data