SnapFlux for Avaloq

Optimise your Market Data Integration Process:
easy, quick and failsafe!

SnapFlux for Avaloq enables financial enterprises to integrate Thomson Reuters or Bloomberg market data on a regular, automated basis into Avaloq Core. SnapFlux for Avaloq eliminates manual procedures and increases operational safety significantly.

  • Redundancy and fail over scenario configurations available
  • Remote monitoring and operations options
  • Easy configuration of data delivery via client accessible web frontend

Learn all the details in the Factsheet PDF:

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SnapFlux for Avaloq – Detailed Solution Overview

Control

  • Software as a Service: SnapFlux for Avaloq provides the data directly to the adapter, no market data infrastructure needed on the customer side
  • Data can be customised to individual needs with formulas
  • Data deliveries can be configured fine granular and precise
  • Expected data deliveries are monitored by the adapter

Security

  • REST service with inverse direction of communication – no requests are sent from the customer network
  • Communication via encrypted (VPN, SSL via Internet) connections
  • Adapter can be installed in DMZ
  • Database of Avaloq Core can be decoupled by use of a shadow database
  • Different roles and rights permissions for the configuration
  • Derived data configurable by the business user
  • Developed in cooperation with Avaloq

Installation

  • Rapid Installation – can be typically performed by the customer
  • Standard components are used
  • Easy configuration of data delivery via client accessible web frontend
  • Multi-Entity setup for business service provider feasible
  • Open for integration in customer‘s monitoring or business process systems

Whether you recieve your market data as a real-time stream, via REST/ftp web services or via Webpage Scraping, SnapFlux for Avaloq integrates the data the way you need, also allowing to mix different vendors and types of connectivity. The SnapFlux for Avaloq data universe is without limits – market data of the various vendors are standardised to the essentials: prices, quotes, market and time stamp. Typical use cases include FX spots and yield curves, swap rates and precious metals prices. Also part of the SnapFlux for Avaloq data universe are prices of shares, warrants and bonds. Moreover, indices can be automatically resolved to their constituents and also individual values can be extracted from pages (TR).

Overview:

  • Quotes (bid/ask pairs) for foreign exchange spot rates (crossed against the USD base currency)
  • Deposit rates in same currencies for a couple of tenors
  • Base precious metal spot rates (gold, silver, platinum and palladium)
  • FX volatilities
  • Swap-and Zero-Rates
  • Assets (Equities , Warrants and Bonds in percent quotation)
  • Derived data
Standardised data is provided by the SnapFlux© infrastructure. Changes or derivations of the original data are possible, even before delivery. In addition to adjustments of market prices with constant factors (eg. ounce/kg), spreads, interpolations and cross rate calculations, we can also implement complex formulas as well as enable the use of aliases for instrument names. The results can be checked and compared with the original data during the setup.

The frequency of data delivery, can be freely selected, with the shortest interval being 10 seconds. Different frequencies in different periods of a day are also configurable.

The central SnapFlux© web frontend is used to manage the infrastructure. A comprehensive roles and rights system ensures the appropriate access levels are set; options and restrictions can be configured. Alternatively, the configuration can be carried out by ASP administrators, administrators of the customer or on request by oraïse staff. Individual data deliveries can also be configured and customised without administration rights.

Integration – Avaloq Core

The Integration into Avaloq Core can be executed in two different ways; either the delivery of the data via a VPN tunnel to the dedicated Intelligent Client Site Adapter that communicates directly with the receiving Avaloq Core instance or writes data in a so-called shadow database. The delivery of data to Avaloq Core will then be set up by the customer via an interdatabase-communication. The delivery can be configured in a web frontend or via a provided REST-interface. Compliance usage reports accepted by Thomson Reuters and Bloomberg (EMRS) can also be created via the frontend.

Please find more information about the offered market data on the websites of Thomson Reuters and Bloomberg.

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