Multi-source market data aggregated, validated and standardised across equities, rates, FX, commodities and macro indicators. Audit trail included.
Engagements typically involve multiple sources with differing close conventions, time zones, corporate-action handling and split/dividend adjustment rules. Over years of history, these differences compound into a dataset that internal analysts do not fully trust.
A defined set of source feeds is consolidated into a single validated dataset. Disagreements are resolved by documented source authority per field. Known gaps are listed, not averaged away.
Source inventory. Feeds, terminal outputs and internal spreadsheets are mapped. Licence constraints on redistribution and storage are noted. Duplication or conflicting vendor agreements are flagged.
Field standardisation. Tickers, ISINs, RICs, FIGI and internal codes are aligned to one identifier map. Dates normalised to AEST/AEDT close. Currencies tagged. Decimal scaling documented per series.
Validation. Range checks, outlier detection, cross-source reconciliation and corporate-action adjustment rules are applied. Suspicious observations are flagged, quarantined and listed in a known-issues register.
Point-in-time design. For back-testing, historical observations reflect what was knowable at each date, not later revisions. Built to prevent look-ahead bias.
Audit pack. Handover includes data dictionary, methodology note, change log and reconciliation report.
ASX, NZX, HKEX, US and global listed equities — prices, volumes, corporate actions, index constituents.
RBA, ABS, central-bank series; yield curves; inflation and labour indicators.
FX, commodity spot and futures, ETFs, listed property trusts.
In-house cleansing pulls analysts back into spreadsheets and queues behind production changes. A documented external workflow removes that recurring load.
Audit packs provide a documented answer to "where did this number come from?" for investment committee and compliance review.
Send a representative data slice. A small reconciliation is run and differences shown before commitment.