Vhayu Launches Fixed Income Market Data Solution

Vhayu has launched its Velocity for Fixed Income solution, which delivers real-time analytics and storage of critical fixed income market data. Following demand for fixed income-specific features, the new solution leverages Vhayu’s functionality to provide a single platform to capture and analyze data generated from market data streams as well as data produced internally as a result of custom calculations. According to Vhayu, Velocity for Fixed Income stores current and historical reference data together with captured market data, reducing the complexity associated with multi-asset algorithmic strategy development, back-testing and modeling. The platform enables users to create custom calculations on historical and/or streaming real-time fixed income data, generating new custom data streams such as spread bars and mid-weighted quote bars that can also be stored and retrieved historically.


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