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A Reliable Solution That’s Easy to Use

Your business requires complete market data history with high-precision timestamps for a wide variety of uses—from loading tick databases to testing new execution algorithms to proving best execution. Rapidly evolving licensing rules from exchanges and other feed sources compel you to capture the real-time market data that drives your trading infrastructure, rather than purchase historical data from a third party.

Exegy Capture Replay is a high-capacity, high-precision packet capture solution with a robust ticker plant function embedded in it, enabling it to deliver recorded data in a variety of formats. Applications using raw data receive packet capture (PCAP) files with nanosecond-precision timestamping. Applications requiring normalized market data can access structured, comma-separated-value (CSV) files or receive bespoke replays of market data via the Exegy Client API (XCAPI). This unique feature allows you to accurately simulate market data conditions and to quantify application performance and stability.

Thanks to its high capacity recording and lossless delivery of market data to applications, the XCR is an ideal solution for reliably and efficiently loading tick databases. By insulating database loading from unpredictable changes in market data rates, the XCR minimizes the computer resources required and avoids costly holes in your database.

The XCR offers flexible deployment, available as an appliance embedded in your environment or as a hosted solution accessible by cross connect in a data center.

Use Cases

  1. Regulatory Compliance

    Use XCR’s nanosecond-precision timestamps to document order-routing decisions for compliance with Reg NMS best execution requirements. Set replay rates to conduct capacity stress testing for Reg SCI and MiFID II compliance.

  2. Strategy Backtesting

    Test new algorithms against the real market, using US and European equities and derivatives data. Audit order entry performance and conduct transaction cost analyses.

  3. Database Loading

    XCR can efficiently load market data directly into leading vendor applications such as KDB, OneTick, or TickSmith or into internal tick databases.

  4. Cloud Storage

    Collect data in its raw PCAP form for long-term use in compliance, quantitative analysis, and for other purposes. Automate transfer to AWS, Google Cloud Platform, or preferred cloud or private infrastructure.

     

Key Features

Compare our historical data solutions.

FeaturesExegy Capture ReplayHosted Capture ReplayHistorical Data Service
support for 200+ market data feeds
support for global markets
support for major asset classes
universal exegy client api
nanosecond-timestamping
ACCESS TO RAW (PCAP) AND NORMALIZED (CSV) FILES
NORMALIZED DATA REPLAY
SCALED REPLAY AT MULTIPLES OF RECORDED RATE
LOSSLESS DATABASE LOADING INTO KDB, ONETICK, TICKSMITH, OR INTERNAL DATABASES
CUSTOM NATIONAL BEST BID AND OFFER CALCULATION
CUSTOM AGGREGATED PRICE BOOK CALCULATION
SYNCHRONOUS DELIVERY OF SIGNUM PREDICTIVE ANALYTICS
HOT-HOT REDUNDANT INFRASTRUCTURE
DEPLOYMENT METHODON-PREMISE, PURPOSE-BUILT APPLIANCEHOSTED, PURPOSE-BUILT APPLIANCEON-DEMAND FILE ACCESS
CLOUD ACCESS TO FILES
FULL EXEGY MANAGED SERVICE
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 Feature offered
 Feature offered in part or optionally
 Feature not available

Getting Started

Our team tailors a solution to your firm’s needs.

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  1. Consultation

    An Exegy representative contacts you to discuss your needs and challenges.

     

  2. Requirements

    We help you determine the feeds and data delivery method you require, to begin formulating a solution plan.

     

  3. Vendor Planning

    Our experts work with industry-leading partners to find the right vendors for your system.

     

  4. Solution Review

    We present you with a comprehensive solution to best suit your needs.

     

  5. Rollout Timeline & Contract

    Our team crafts and sets up your custom solution, handing it over to your Customer team that will manage it for you.

     

Ready to get started? Our team is waiting to help you.

More About Exegy

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