Case Study
Leading global investment bank seeking single, golden source of normalised, standardised reference data and multi-vendor symbol mapping
About the company
Organisation with a complex, global trading ecosystem with multiple infrastructures, platforms and end user destinations, and different cross-enterprise applications, processes, and workflows, needing data from multiple exchanges and trading venues.
Challenge
This organisation needed to source reliable and consistent reference data from multiple exchanges, execution venues and data vendors to support myriad pre-trade, execution, and post-trade processes.
Cost and effort of connecting to multiple exchanges, venues and data vendors
Lack of data consistency causing delays in order execution, and trade breaks
Onboarding new clients in timely manner
Solution
Provision of core reference data for global futures and options trading activity across multiple exchanges, validated, normalised and mapped pre-delivery to multiple business areas.
Single, golden source of multi-venue, multi-contract reference data
Multi-source vendor data normalisation and symbology mapping
Seamless data workflow integration for efficient trading and transaction processing
Benefits
With FOW managing its derivatives reference data management obligations to front, middle and back-office functions, this client can free up valuable resources to focus on revenue generation from trading.
Efficient mapping of symbol identifiers
Consistent data, seamless data processing workflows
Client-determined data formats and delivery channels
FOW solutions
This client’s requirements were met with the following FOW solutions.
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