Hanweck, a leading provider of real-time risk analytics on global derivatives markets, announced today the integration of its Volera platform with its discontinued product Premium Hosted Database (PhD), adding over two petabytes of historical data and covering listed options and futures traded on all major exchanges across North America, EMEA, and Asia Pacific.
Hanweck’s Volera covers trading instruments in real-time with tick-level, up-to-the-millisecond pricing, and corresponding US ticking history (10+ years) including historical and T+0 reference data. Historical content included in its +2 petabytes of historical data spans US equities Level 1 data, full OPRA options tick data and computed data including implied volatilities and risk sensitivities (Greeks). Its flexible SaaS delivery model includes unified API, simplified integration and reduced data warehousing requirements.
“By unifying real-time and historical tick level data in our proven Volera risk analytics platform, Hanweck is delivering a comprehensive offering that covers a wide range of use cases. Any firm that uses real-time or historical options tick data for portfolio construction, risk control, or execution quality purposes will now be able to subscribe to one tool that provides a complete solution,” said Robert Levy, Head of Business Development at Hanweck.
The following historical data was moved from Premium Hosted Database (PhD) to Volera:
- OPRA Trades, Quotes, and BBO
- OPRA End-of-Day Summary and Administrative Messages
- U.S. Level 1 Equity Trades, Quotes, and BBO
- U.S. Implied Volatilities and Greeks for OPRA universe
- Corporate action histories, including splits, dividends and symbol changes