— Price Data —
How We Build Our Price Data
Most of DIH’s raw price data is sourced directly from exchanges and trading venues after the market close. That is, we do not collect data in real-time from a streaming feed. Such collection can often result in gaps and errors in the data archive.
So we prefer to use price data that has been archived at the source and then downloaded in a batch end-of-day process. An exception to this is our streaming real-time forex rates.
A myriad of algorithmic checks is made to ensure the completeness and accuracy of our price data. Where relevant we also include reference data for easy integration of our data into your workflows.
Use Cases for Our Price Data
A wide variety of firms rely upon DIH’s data, including:
- Investment banks
- Brokerage firms
- Hedge funds (systematic & non-systematic)
- Asset managers
- Private equity firms
- Venture capitalists
- Proprietary trading firms
- High net worth investors
- Exchanges and trading venues
- Service providers (e.g. FinTech, OMS, EMS, data vendors, etc.)
Institutional market participants use our price data for various tasks, including:
- Back-testing trading strategies
- Performing portfolio valuations
- Risk management
- Index calculations
- Benchmarking positions
- Generating research & analytics for their clients