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Quantitative Finance · Glossary

What is Derived data?

Definition 23.6 Research, Data and Risk Platforms · Chapter 23 — Market-Data Distribution and Entitlements

Derived data is information computed in whole or in part from a venue’s data that cannot be reverse-engineered to recreate it or used as a reasonable substitute for it: an index, a signal, a model’s fair value. What is and is not derived data is decided by each venue’s policy.

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