ACTIV X-ray – your service to analyse trading venues

ACTIV X-ray for Capital Markets provides trading firms with a unique service to analyse trading venues quickly and easily.

ACTIV X-ray is an ACTIV product engineered and operated by big xyt using the big xyt Cloud Platform. Customers are able to access delayed tick data from global trading venues with a unique data quality including master data, trades, quotes and market depth. Data is available for download, for visualization as well as for analytics.

Leveraging the built-in API of the big xyt Cloud Platform, ACTIV X-ray offers seamless integration into any programming environment like R, MATLAB®, Java or Python. This allows users to access all available data sources and to integrate tick data analytics in the most convenient way.


Diagram ACTIV X-ray

Product Features

Global Coverage

Access to tick data of more than 80 trading venues globally.

API Access

Support for any programming environment including R, MATLAB, Java and Python gives users full flexibility.

Visualization

Tick data and analytics are seamlessly integrated into a graphical and interactive user interface.

Built-in analytics

Enables users to filter and aggregate tick data within the Cloud Platform reducing the amount of data transferred over the network.

Continuous Optimization

ACTIV X-ray is continuously enhanced with new analytics functions using feedback from customers.

Customization Service

The ACTIV X-ray analytics team integrates new business logic in hours, accelerating the implementation of new analytics.

Customer Benefits

User Experience

ACTIV X-ry is designed with the objective to offer the most convenient access to data and to analytics on large data sets.

Time-to-market

Immediate and secure access to all trading venues through the cloud.

Continuous Integration

ACTIV X-ray processes data from more than 80 data sources and continuously adapts its business logic to market needs. This allows customers to focus on their core business.

High-performance Infrastructure

End users will enjoy the work with ACTIV X-ray as it is build for interactive analytics enabling the evaluation of new trading ideas quickly.

Unrivalled Total Cost of Ownership

ACTIV X-ray delivers tick data and analytics in a cost-effective way. There is no need for customers to enhance their existing IT landscape or to invest into new hardware or new software.

Use Cases

Transparency

Users can access tick data for all available trading venues and compare trading activity for selected securities across multiple venues using the tick-by-tick visualisation through the built-in user interface.

Discover Trading Opportunities

ACTIV X-ray’s customizable analytics and interactive visualization enables end users to discover new trading ideas and opportunities.

Back Testing

Algorithms can be immediately tested with tick data (including market depth where available) from more than 80 venues through the built-in API.

TCA

User can execute interactive transaction cost analysis and benchmark own trades using tick data from all available trading venues.

Market Replay

Replay and review any sequence of trading events observed on a single venue or across multiple trading venues.

ACTIV X-ray: Success Story in Automated Trading

Accelerate Business Growth at RSJ

RSJ, one of the largest algorithmic trading firms globally, uses ACTIV X-ray to evaluate trading of new asset classes and venues quickly.

When expanding trading activity to new markets, systematic trading firms rely on high-quality tick data to identify trading opportunities and to test models.

While their existing trading is using tick data on a daily basis, new markets or asset classes require several steps:

  • Purchase a back history or start capturing real-time data – either from a data vendor or from the exchange.

  • Allocate or buy hardware resources, software capacity and talent to load several terabytes of data into a database.

  • Make data available to research and trading.

With ACTIV X-ray, RSJ is able to immediately connect to all markets in scope via the big xyt API and start testing instantaneously.

ACTIV X-ray offers access to high-quality tick data (trades, quotes, market depth) for more than 100 markets globally. Data is delivered seamlessly via API into the end user’s environment, e.g. R, MATLAB, Java or Python.

Key benefits for RSJ:

  • no allocation of precious resources – these capacities can be allocated for core activities, e.g. model testing

  • ultra-fast access to tick data – similar to its leading in-house system

  • faster time-to-market

  • lower TCO (compared to an in-house solution)

  • no need for any hardware or software investment