Data Transformation, Aggregation and Calculation
Data Transformation
CityVision includes powerful real-time data transformation components supporting mapping between sources and destinations, including records, pages and chains with conversion between formats. This means that you can present your data to your target audience exactly as they want to see it.
User friendly GUIs make set-up as simple as possible with ad-hoc, template-driven and bulk configuration and programmatic options – no more hand editing text files or mapping scripts.
Key mapping components are the Page Builder, Record Builder and Router. Advanced transformations can also be achieved using the Calculation Engine.
Data Aggregation
The CityVision Aggregator supports collection of data in real-time from multiple sources, including exchanges and pan-European data contributions from the investment banking community.
The system is extensible to receive instruments in any asset class, from hundreds of contributors and to provide controlled re-distribution.
It can ingest data from many sources and protocols, including spreadsheets, existing de-facto standards and FIX. It also has comprehensive APIs and a full authentication and entitlements system. These, together with its seamless integration with the CityVision StarNet distribution system mean that it is an ideal solution for many real-time data requirements, from the smallest “one in, one out” to the very largest ticker plant applications.
Calculation Engine:
The CityVision Calculation Engine (CCE) performs streaming calculations (or data transformations) on real-time data from multiple sources, producing one or more multiple real-time outputs. It is extremely fast and flexible and can be scaled and replicated for resilience and increased performance.
A typical deployment will use many standard or custom built calculation modules, performing different calculations such as evaluating spreads, exposure-risk assessment, bad-data alerting etc.
The data produced by CCE can be used by any other CityVision application for onward distribution, contribution or other processing.
