Trayport Image
Data Analytics

Joule’s sophisticated analytics tools and features.

How could using Data Analytics benefit you?

Data Analytics supports traders with a suite of sophisticated tools and features purpose-built for the energy markets.

Use Data Analytics to generate insights, spot trends, risks and opportunities to enhance your trading decisions.

Develop powerful models and algorithms using the new Data Analytics API.

Enhance your trading decisions
Core Analytics

With Data Analytics, data from all venues connected to your Joule Direct company is normalised and stored securely along with your own trade and order information. This data is accessible via Joule Analytics, the Analytics API and the Market Abuse Regulation (MAR) file.

Joule Analytics

Access a suite of analytics tools seamlessly integrated within Joule to help traders and analysts validate market opportunities and strategies.

Joule Dashboards

Seamlessly integrated within Joule, a powerful suite of analytics tools helps traders detect market trends and generate actionable insights.

Key Features

With Joule Analytics you gain access to the following features from the Joule screen:

Reconstructed Order Book

Select and view a contract to explore historic bid/ask order data over time, view bid/ask spread or include further price levels from the order book. Market activity can be charted over a specific time range or view a snapshot of the order book at any given point in time

Advanced Trades Query

Traders can request historic market trades within Joule, filter based on a specific market or product and quickly export to Excel or clipboard. Private trade data of your company can also be displayed alongside market trades.

Market Depth Chart

Explore the historical bid/ask order data of a contract, view the best bid/ask spread and show trades. Snapshots of the order book can be charted over a specific time range, and viewed from 1s snapshots up to daily snapshots.

Market Depth History

View the historical bid/ask order data over time for illiquid contracts in a grid system. View a snapshot of the order book whenever an order was added, amended or removed.

Analytics API

A quick and powerful tool for integrating historic data queries from Data Analytics into your own models, algorithms and strategies.

Specifically designed to be platform and language agnostic – this REST based API can be implemented within python (and a number of other programming languages) with just a few lines of code reducing time and cost when compared to implementing a bespoke data warehouse solution.

Use Case: Algo and Strategy Development

Data Analytics allows you to programmatically access data at different levels of complexity providing an effective mechanism for developing models and trading algorithms.

Simple Modelling

Use Joule Analytics advanced trades query to retrieve trades for a specified time range. Look back beyond the default window provided by Joule. Export as a CSV file and use it to build models in Excel or other applications. From this point, begin to develop a simple model or test a hypothesis for a trading strategy.

Model or Algo POC

Use the Analytics API (with easy support for common data-friendly programming languages such as Python) to take your model or algo to the next step. Programmatically query for aggregated data such as OHLCV and best bid/ask prices using Python, and use the results to develop inhouse models or algos.

Back testing

Once implemented, use Data Analytics to source trade and order data and evaluate model efficiency and performance.

API Features

The Analytics API will provide the following functionality, with further enhancements planned in the future:

Market and private trades for a given time range
Best bid/ask prices for a given time and snapshot interval range
Full order book for a given time and snapshot interval range
OHLCV for a given time and interval range 
Summary of contracts that have traded within a given time range
Time and price of the last trade for a given time and set of contracts
Time and price of the last trade combined with the best bid/ask for a given time and set of contracts
Market data and your private trade data is provided
Historical and intraday data available
Book a Demo Today

Feel free to book a demo session with one of our product specialists.

Sign up for a Free Trial of Data Analytics
  1. Data Analytics is an Analytics tool available to our Joule customers. 
  2. Use of the Data Analytics product is subject to contract & relevant permissions.