Hanweck integrates real-time derivatives data with historical options tick database


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Volera historical content spans US equities Level 1 data, full OPRA options tick data and computed data including implied volatilities and risk sensitivities (Greeks).

Robert Levy
Head of Business Development at Hanweck Associates, LLC

“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.

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Hanweck integrates real-time derivatives data with historical options tick database

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