Volera® Integrates its Powerful Real-Time Derivatives Analytics Suite with a Comprehensive Options Tick Database

• Real-time tick analytics integrated with over 2 petabytes of historical data
  
• Content includes real-time analytics and a range of historical data, including time and sales, implied volatilities, and Greeks
• Flexible As-a-Service delivery model, including unified API, simplifies integration and alleviates data warehousing requirements

NEW YORK, April 18, 2017 -- Hanweck, a leading provider of real-time risk analytics on global derivatives markets, today announced the integration of its Volera® platform with its product formerly known as the Premium Hosted Database (PhD). With the addition of over two petabytes of historical data, Volera now covers listed options and futures traded on all major exchanges across North America, EMEA, and Asia Pacific 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. Volera historical content spans US equities Level 1 data, full OPRA options tick data and computed data including implied volatilities and risk sensitivities (Greeks).

“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,” said Robert Levy, Hanweck’s Head of Business Development. “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.”

As part of the integration, the following historical data is now available through 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

Volera provides a wide range of real-time analytic content including implied volatilities/Greeks, volatility surfaces, scenario analysis, margin analytics, and derivatives signal analytics. Run out of dual hot/hot data centers, Volera is available 24 hours per day, seven days per week.

About Hanweck
Hanweck is the leading provider of real-time risk analytics on global derivatives markets focusing on the large-scale risk problems of banks, broker/dealers, hedge funds, central counterparties and exchanges—where the number of instruments and positions number in the millions. Hanweck delivers its risk analytics as a real-time service -- via multicast feed or API -- dramatically simplifying integration with its customers' risk architecture. Hanweck's institutional investors include Nasdaq and Argentum, a New York-based private equity firm.  For more information, please visit www.hanweck.com or follow Hanweck on Twitter and LinkedIn.

Contact Information
Media/Marketing: Molly McGregor, [email protected]
Sales/Business Development: [email protected]