Case Study

Data Aggregation for Real-Time Bond Pricing


Our client markets an array of financial market information, including fixed income, equities, mutual funds, and private equity. A constant flow of new data required validation research, analysis, and synthesis with existing information to ensure near-real time availability of highquality information.


Capital Markets / Investments

Data Type

Semi-Structured (.html, .csv, .pdf)

Project Duration

2 Months




A team of over 130 Data Associates, SMEs and QA Analysts scraped data from public websites, extracted relevant information, validated transcribed feeds, and created structured data sets for ingestion by the client’s platform.


Market data updates benefit from human-in-the-loop verification and were then fed directly into the client’s knowledgebase platform where they were immediately available to subscribers. Mission-critical bond pricing updates were completed in as little as 10 minutes, enabling the client to promote both the superior quality and the timeliness of its information service.

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