Market Data Management Solutions

Pyxis delivers sophisticated Application Development services through highly effective prototype-driven Iterative and Incremental Application Development approach. Our methodology combines agility with the standard software development lifecycle. Standard Operating Procedures drive quality at every stage from business case analysis, requirement analysis to application support.

The services includes:

  • New Application Development.
  • Application Transformation & Re-engineering
  • Application Migration & Integration
  • Application Management & Testing

Pyxis has strong expertise and experience in Market Data attributes and typical usage in IR, FX, Equity. It includes -

  • Market data Origination, Sourcing, Cleansing and Publishing
  • Low Latency requirements, issues and solutions
  • Streaming, Multi-node LAN/WAN cache replication e.g. Gemfire usage
  • Bloomberg API, Reuters API and FIX protocol integration
  • TICK Data Processing, Complex Event programming
  • Real Time Charting
  • Curve Smoothening and fitting within user-defined tolerance limits
  • Curve usages for pricing, sensitivities and other risk calculations
  • Volatility surfaces modeling

The sampling of the experience in Market Data Management include -

  • Pyxis Product - ‘Pyxis DataLive’ - Pyxis has developed a web application that provides access to real-time market data. It has an automated interface that sources continuous data stream from several market data providers and brokers. The live data is cleansed and published to retail users and downstream systems and provides for on-demand request-response
  • A Japanese Bank - Market and Market History - Source (from Bloomberg, etc), Import, Cleanse and carry out various calculations like Credit Spreads for current “Market”.
  • Design and development of a separate Market History Data Warehouse.
  • The market data included Bond, Equity, FX, Yield, etc.
  • Pyxis Product - ‘Origin’ and other utilities - Use excel for sourcing, pricing, transforming and transferring data to database.
  • Global IB, UK - Quad-Curve integration for various currencies using the analytics and validation
  • Pyxis product : RisKompass - Curves/Surfaces definition and various construction models
  • Singapore Broker - Nesper based Trade Signal Generator on streaming market data
  • Global IB, UK - Streaming Data Application using KDB

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