{"id":119423,"date":"2024-10-01T05:21:10","date_gmt":"2024-10-01T09:21:10","guid":{"rendered":"https:\/\/www.bloomberg.com\/professional\/insights\/press-announcement\/bloomberg-launches-fully-customizable-intraday-quant-pricing-solution-for-investment-research\/"},"modified":"2026-03-19T19:26:19","modified_gmt":"2026-03-19T23:26:19","slug":"bloomberg-launches-fully-customizable-intraday-quant-pricing-solution-for-investment-research","status":"publish","type":[3815],"link":"https:\/\/www.bloomberg.com\/professional\/insights\/press-announcement\/bloomberg-launches-fully-customizable-intraday-quant-pricing-solution-for-investment-research\/","title":{"rendered":"Bloomberg Launches Fully Customizable Intraday Quant Pricing Solution for Investment Research"},"content":{"rendered":"
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PRESS ANNOUNCEMENT<\/span><\/strong><\/p>\n\n<\/div>\n\n<\/div>

Bloomberg Launches Fully Customizable Intraday Quant Pricing Solution for Investment Research<\/h1>\n<\/p>\n\n<\/div>\n \n<\/div>\n\n\n <\/div>\n <\/section>\n<\/div>\n\n
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October 1, 2024<\/p>\n<\/p>\n\n<\/div>\n

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Bloomberg\u2019s innovative OHLC Bar product makes it easier for quant and systematic customers to create custom intraday pricing bars while providing firms with complete transparency<\/span><\/i>\u00a0<\/span><\/h3>\n

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Bloomberg today announced the launch of its fully customizable intraday quant pricing solution for Investment Research, the Open-High-Low-Close (OHLC) Bar product. The new solution simplifies quant workflows by empowering customers to quickly create intraday pricing datasets either based on Bloomberg’s templates or fully customizable pricing, using their own preferred combination of trade condition codes. As a result, customers can unlock insights and alpha faster. <\/span>
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\n<\/span>The OHLC Bar product is Bloomberg\u2019s latest quant pricing solution, following the release of its cross-asset Tick History Data, which together are part of a robust suite of Quant Research Data solutions the company continues to invest in building out.\u00a0<\/span><\/p>\n

Bloomberg\u2019s OHLC Bar product makes its Tick History, traditionally a very large dataset, easier to manage and store, so less time is spent wrangling the data. Bloomberg\u2019s premium high-quality Tick History Data allows firms to access both tick-by-tick historical intraday quotes and trades and now, OHLC bars. The solution includes data from over 350 global exchanges and Bloomberg\u2019s industry-recognized fixed income pricing, and provides access to over 70 million instruments, making it a comprehensive solution that firms can use for their back, middle and front office workflows. The data is application-ready, accessible via Rest API and natively available on AWS, Azure and GCP, and is also accessible for enterprise-wide use via Data License at<\/span> data.bloomberg.com<\/span><\/a>.<\/span><\/p>\n

\u201cQuant customers were previously compelled to use standard, pre-made OHLC bar datasets for their tick history use cases. Any customization would increase the complexity of their workflow, requiring raw ticks, significant storage and a specialized tick database for large-scale use,\u201d said Ali Mohsin, Global Product Manager, Tick History at Bloomberg. \u201cNow, for the first time, Bloomberg customers can manage this complexity out-of-the-box with transparency, for any use case across both the buy- and sell-side.\u201d\u00a0<\/span><\/p>\n

Bloomberg\u2019s OHLC Bar product can generate bars across global equities, global futures, FX, swaps, fixed income and global options. It offers a number of key benefits:<\/span><\/p>\n