Exegy Data Capture and Normalization Service
On-Demand Delivery of High-Precision Historical Market Data
The Exegy Data Capture and Normalization Service is used by the Consolidated Audit Trail (CAT). Arm your compliance team with the same information used by the regulators. Eliminate data and timestamp discrepancies as a liability when forming responses to regulatory inquiries. Enhance the credibility of best execution reporting to clients of your agency businesses. Reduce the costs of building and maintaining your own market data recording infrastructure. Fill existing gaps in your historical tick databases to run backtests and analytics more efficiently.
Historical market data provided by the Exegy Data Capture and Normalization Service can be utilized to address a wide variety of essential business needs:
- Enabling regulatory surveillance and responding to inquiries from regulators
- Testing electronic trading infrastructures
- Loading historical tick databases and analytic platforms
- Enabling best execution and transaction cost analysis
Exegy’s data capture and normalization services are enabled by resilient Exegy data capture appliances located in co-location data centers in Secaucus, New Jersey. Every packet received from each real-time market data feed is assigned a high-precision timestamp by the network interface hardware that maintains clock synchronization to a GPS source. In addition to recording raw data in standard Packet Capture (PCAP) file format, Exegy normalizes every market data update event into an easy-to-use, comma-separated values (CSV) format. Exegy delivers complete recordings of selected feeds in either raw or normalized format to customers via file transfers over local network cross connections, remote Internet connections, or local transfer within the Amazon AWS or Google public cloud environments. If required by an exchange or feed source, Exegy also performs the necessary market data vendor reporting services.