Data


Growing, Multi-asset Coverage

Our platform allows you to research, implement and deploy cross-asset strategies on a single end-to-end platform.

Clean, Curated Data

FAQ

  • What asset classes do you cover?

    Our asset class coverage includes equity, FX, rates, commodity, and volatility, and continues to grow. Many instrument types are supported, such as single stocks, futures, forwards, bonds, swaps and options.

  • Can I download the raw data?

    Due to the licensing restrictions of most data vendors, you are not allowed to download the raw market data. However, you can easily export your strategy output and other derived data.

  • Do you support intraday data?

    We currently support multiple intraday snapshots per day, such as exchange OHLC, OTC London/New York/Tokyo close. We also support intraday fixings supplied by clients, for example, based on proprietary execution algorithms. Our backtest engine supports intraday timestamp by design. As an example we are currently able to utilise hourly fx spot data in the strategies, and we plan to provide higher frequency intraday data for other asset classes in the near future.

  • How do you deal with market data revisions?

    We store all the market data as point-in-time, including the initial data points and all the subsequent revisions. This means that our platform helps you avoid look-ahead bias in your backtests.

  • Can I use my own datasets in the platform?

    Yes, we support a number of ways for you to integrate your own datasets with our platform in a simple and secure manner.

  • Which data vendors do SIGTech work with?

    We work with many of the world’s leading exchanges and data vendors to ensure our data coverage is comprehensive and our data quality is as high as possible. We continually onboard new datasets. We don’t simply aggregate and pass on vendor raw data - we validate, clean, normalise and present data in a powerful, user-friendly unified data layer to meet our clients’ data needs.

Data providers

We work with the world’s leading data providers to seamlessly integrate their valuable datasets into our platform and make them instantly accessible and usable to the quantitative finance community.