Time-Series Data Management Made Efficient
article11 Jul 2025
Challenge
A leading hedge fund faced limitations with their current solution for collecting, curating, and storing high-frequency financial data. The solution lacked support for certain asset types, had limited historical data depth, slow data processing capabilities, and performance issues.
Solution
DELTIX delivered a comprehensive solution, including design, development, and operational consultancy, collaborating with third-party providers. Key activities included:
- Building scalable, high-performing data pipelines to meet client needs.
- Using TimeBase to resolve performance issues and enhance user tools.
- Implementing QuantOffice for complex bar creation and trading calendar management.
- Developing testing pipelines to ensure data quality.
- Utilizing Grafana for data visualization via tables and charts.
- Creating daily cloud pipelines and an automated testing framework for data readiness notifications.
- Enhancing alpha-seeking strategies and ML-based analysis.
- Regularly updating data for accuracy.
Results
The delivered solution enabled rapid processing of hundreds of thousands of financial instruments and covered a 15-year period of historical financial data.
