Each Market Tick, Captured for the CAT and Your Firm
Exegy’s Historical Data Service supplies historical market data from the US Securities Information Processors (SIPs) to the Consolidated Audit Trail (CAT). The same recordings are an invaluable tool for firms to use in managing compliance and reviewing trade performance. Subscribe for daily downloads of raw and normalized SIP feeds to supplement or replace your internal tick-recording systems.
Use Historical Data for
Compliance Auditing and
Transaction Analysis
Historical Data Service provides raw (PCAP) and normalized (CSV) data from SIP feeds, with the same nanosecond-precision, clock-synchronized timestamping as the data Exegy provides to the CAT. The service provides continuous monitoring for uninterrupted data capture.
Use this data to respond to requests from the CAT or to confirm best execution. Historical data can help your teams analyze trade performance and audit electronic trading infrastructure, simplifying these tasks by reducing your dependence on internal market
data-recording systems.
With a monthly subscription, receive daily file transfers over cross connections or the Internet. Sign up today and we’ll get in touch to set up your subscription.