Inactive

The SEC seeks information regarding available, operational and well-tested market data services and data science platform solutions that enable end users with knowledge of securities market structure ... The SEC seeks information regarding available, operational and well-tested market data services and data science platform solutions that enable end users with knowledge of securities market structure and a moderate degree of technical expertise to perform analysis of market data. The solution should provide five primary elements: 1. Data: Near real-time collection of market data from exchanges and trading platforms including at least all of the equity and options proprietary data feeds, the equity SIPs and OPRA, futures, fixed income and cryptocurrency. This platform will collect, time stamp and store every message, including status messages, disseminated by these data sources. The data should be stored so that all data elements of the raw messages are available for sophisticated users and normalized to support performant access through APIs and other market data focused tools such as book building. As new exchanges are brought online, their data feed should be available from the onset of coming online. 2. Platform/Environment: A contained infrastructure fully supporting the entire system, from data storage to end-user applications that complies with federal government security requirements. We understand the data collection pipeline must exist outside the environment. 3. Data Science tools: IDEs that support Python and R users such as JupyterLab and RStudio that leverage performant API’s that access the entirety of all data sets. Supporting data science best practices, code collaboration/storage tools such as Git and Gitlab, Python/R library management such as Conda/PIP and RStudio Package Manager, and dashboard visualization and report sharing capabilities such as Plotly Dash and RStudio Connect. 4. Market Data Analytics/Tools: Tools that enrich market data to allow users to effectively analyze the data. These tools include interactive visualization of a ticker’s orderbook, aggregated data sliced by user defined time intervals and NBBO formalization and other market events. 5. Program Management and Support: Data and applications shall be fully supported with comprehensive, well-maintained end user documentation, a help desk, training and enhancement and engineering project management. See attached RFI for additional information and details.