DE de-flag

TED — tetralog enhanced data feed

Commercial data streams do not provide required quality to perform single-instrument analysis.

TED completes, corrects and extrapolates time series and allows to substitute missing data programmatically. TED enables extrapolation mechanisms that are needed to fully reflect investment strategies, instrument pre-selections and arbitrary wealth management models.

tetralog maintains TED (tetralog enhanced data feed) its proprietary data feed as to …

  • increase time series qualities
  • close data gaps for single ISINs
  • adjust to existing market data ontologies


TED: Scope and Coverage

TED focuses on instruments for European private investors. For Europe and Eurasia the following countries are maintained: Austria, Belgium, Bulgaria, Croatia, Czech Republic, Denmark, England, Estonia, Finland, France, Germany, Greece, Hungary, Italy, Lithuania, Norway, Poland, Russia, Spain, Sweden, Switzerland, The Netherlands and Turkey.

60k Stocks25k Mutual Funds120k Bonds1.5m Certificates, Derivatives60k Indices
FX transformation into individual portfolio base currencyFX transformation into individual portfolio base currencyFX transformation of bond index histories into portfolio base currencyFX transformation of instrument histories into portfolio base currencyFX transformation of index histories into portfolio base currency
Performance price histories starting with IPOPerformance histories starting at issue dateAutomatic index mapping via bond master dataExtrapolated histories via simulated performance indices acc. to certificate type including derivate componentsComprehensive coverage of asset classes, sectors and regions including FX cash positions, stocks, bonds and tangible assets
TED treatment of recently issued stocks via extrapolation with region specific performance indicesTED treatment of recently issued mutual funds via extrapolation with specific performance indices according to investment focusRisk/Return analysis by performance indices mapped to region (Gov. Bonds) and time to maturity or credit rating (Corp. Bonds, if available) and time to maturityApplication of indices allows mapping of unlisted or unknown assets for risk return analysis and optimization
Histories cleaned for corporate actions (dividends, stock splits etc.)Histories cleaned for pay-outsVolatility scaling to match short term (180d) volatility available

TED: Financial Data Processing and Enhancement

Completion of Time Series
Price histories rarely are complete. Gaps in data points are interpolated automatically up to a configurable time frame. Relevant gaps are identified and completed offline.
Enrichment of Master Data
Categorial Master data is checked and completed if necessary then enriched with supplemental asset classifications.
Cleaned performance histories are adjusted for pay-outs and corporate actions. Statistical procedures are applied to identify mismatches which then trigger correction mechanisms.
Extrapolation is a three step process:
(1) Mapping to a best-fit market segment and instrument type specific
(2) Index generation and selection
(3) Extrapolation and indexing of identified insufficient price history time series