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Market Data Detective

Real-time price anomaly detection for market data quality monitoring

At a glance


SIX Financial Information AG is a financial data vendor. Billions of price messages are processed and delivered to clients by SIX every day. In order to improve market data quality, project "Market Data Detective" aims at developing and evaluating the effectiveness of new, mostly automated and innovative data plausibility checks. Such an automated, rule-based approach to data plausibility checks is expected to improve quality and transparency of market data while, at the same time, reducing costs.