Bloomberg has launched a new fully customisable intraday quant pricing solution for Investment Research, the Open-High-Low-Close (OHLC) Bar product, which is aimed at simplifying quant workflows by allowing users to create intraday pricing datasets.
The datasets can either be based on Bloomberg’s templates or fully customisable pricing, using a client’s own preferred combination of trade condition codes.
The OHLC Bar product is Bloomberg’s latest quant pricing solution, following the release of its cross-asset Tick History Data, which together are part of a suite of Quant Research Data solutions the company continues to invest in building out.
According to a press statement, Bloomberg’s OHLC Bar product makes its Tick History – traditionally a very large dataset – easier to manage and store, so less time is spent wrangling the data. Bloomberg’s Tick History Data allows firms to access both tick-by-tick historical intraday quotes and trades and now, OHLC bars. The solution includes data from over 350 global exchanges and Bloomberg’s fixed income pricing, and provides access to over 70 million instruments, making it a comprehensive solution that firms can use for their back, middle and front office workflows.
The data is application-ready, accessible via Rest API and natively available on AWS, Azure and GCP, and is also accessible for enterprise-wide use via Data License at data.bloomberg.com.
Bloomberg’s OHLC Bar product can generate bars across global equities, global futures, FX, swaps, fixed income and global options.
