Complete Quote and Trade Data,
Available Through the Cloud
For firms whose market data needs are focused on top-of-book quote-and-trade data for US securities, Exegy’s Historical Data Service offers a cost-effective solution for a wide variety of use cases.
The service is available for Securities Information Processor (SIP) feeds—CTA, UTP, and OPRA—in both raw (PCAP) and normalized (CSV) formats for flexibility of use. All packets and events are assigned a nanosecond-precision timestamp that is tightly synchronized with the GPS source. Because the Consolidated Audit Trail (CAT) uses the Exegy Historical Data Service, users reduce their regulatory risk.
Files are delivered via Google or Amazon public cloud environments. Cloud storage and on-demand delivery allow access from anywhere in the world and can be put in place in less than a week.
To reduce compliance risk dependent on internal recording systems, and help audit trading infrastructure efficiency, subscribe to access Exegy’s Historical Data Service and receive daily file transfers of SIP feed data.
Verify best execution for Reg NMS using the same data as the Consolidated Audit Trail. Do this cost-effectively by ordering only the necessary quote-and-trade market data from the service.
Test infrastructure health and conduct transaction cost analyses using historical consolidated feed data.
Reliably and efficiently load database tools like KDB, OneTick, and TickSmith for a variety of backtesting use cases.
Compare our historical data solutions.
|Exegy Capture Replay|
|SUPPORT FOR 200+ MARKET DATA FEEDS|
|SUPPORT FOR GLOBAL MARKETS|
|SUPPORT FOR MAJOR ASSET CLASSES|
|UNIVERSAL EXEGY CLIENT API|
|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|
|ON-PREMISE, PURPOSE-BUILT APPLIANCE|
|CLOUD ACCESS TO FILES|
|FULL EXEGY MANAGED SERVICE|
|Learn More||Learn More|
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Our team tailors a solution to your firm’s needs.
An Exegy representative contacts you to discuss your needs and challenges.
We help you determine the feeds and data delivery method you require, to begin formulating a solution plan.
Our experts work with industry-leading partners to find the right vendors for your system.
We present you with a comprehensive solution to best suit your needs.
Rollout Timeline & Contract
Our team crafts and sets up your custom solution, handing it over to your very own customer team provided by Exegy that will manage it for you.
More About Exegy
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Exegy’s Xero Volatility Trading Engine (VTE) was named Best New Product at the 2022 Market’s Choice Awards.
Exegy has hired Alan Meirzon, an experienced security executive in the financial services industry, as Chief Information Security Officer.