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Accelerated Market Data Delivery Through Modernized Integration

Scaling Market Data Processing 8x Through ZEMA and Allegro Connectivity

Operational Challenge

A prominent energy organization struggled with fragmented and inconsistent market data across vendor feeds, internal spreadsheets, and emails. This patchwork approach delayed price delivery to Allegro, introduced errors, and made auditing difficult. Manual data validation and publishing consumed valuable time, constrained scalability, and heightened the risk of compliance issues. The use of outdated SOAP-based connectivity further limited access to normalized, auditable pricing.

To overcome these inefficiencies, the company turned to a ZEMA-Allegro integration strategy focused on automation, scalability, and transparency. The transformation eliminated manual bottlenecks, centralized data governance, and improved operational performance across the trade lifecycle.

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KEY RESULTS

8x

Faster Price Load Performance

Reduced pricing load time to under 40 seconds, accelerating data availability and enhancing operational efficiency.

900+

 Curves Seamlessly Integrated

Mapped and implemented data curves from ZEMA into Allegro, aligning key attributes for accurate and timely pricing.

A Structured Approach to Market Data Integration

To streamline pricing accuracy and ensure faster access to audited data, we implemented a
REST-based integration between ZEMA and Allegro, replacing legacy SOAP connections. The solution enabled real-time data flow, minimized latency, and laid the foundation for scalable curve management and audit-ready workflows.

Expertise on Demand

High-Speed Market Data Delivery

The integration enabled market prices to load into Allegro in under 40 seconds, significantly accelerating data availability for traders and reducing manual delays in pricing workflows.

Secure and Efficient Data Retrieval

ZEMA Data Direct REST services were configured with advanced login protocols using HTTP cookies to protect credentials, while data compression and chunked streaming minimized server load and memory usage.

Mass Curve Setup and Configuration

Over 900 market curves were configured in ZEMA, mapped with relevant attributes like product, currency, and region to align with Allegro’s identifiers, simplifying curve creation and reducing IT dependency.

Scalable API Architecture

A dedicated integration layer was designed using AWS API Gateway, allowing Allegro to retrieve market data through REST endpoints in real time and at end of day, supporting dynamic pricing updates and business agility.

Governed Data Access and Compliance

Strict role-based controls were enforced within ZEMA, ensuring only authorized users could view or edit pricing data. This governance strengthened data integrity and improved regulatory compliance.

Transparent Price Revision Workflows

Automated ZEMA updates now notify users of all price changes over the past 30 days, increasing visibility, reducing pricing disputes, and supporting audit preparedness across the trading lifecycle.

Value Creed Services Mobilized

Expertise on demand

Expertise on Demand

Unlock operational efficiency and reliability with Value Creed’s services. Optimize performance with fast, accurate data extraction, reconciliation, calculation, and reporting.

Key Takeaways

Value Creed’s integration of ZEMA with Allegro modernized the client’s market data infrastructure by replacing legacy SOAP-based connections with scalable, secure REST APIs. By building a custom external interface, we enabled faster, auditable data delivery into Allegro, reduced memory overhead, and ensured better performance through compressed and streamed data transmission.

Our implementation supports mass profile creation, improves caching, and simplifies configuration. With this future-ready integration, the client now benefits from faster price availability, increased transparency, and greater flexibility in managing forward curves and pricing data.

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