Historical Data Service
Obtaining historical market data for US equities and options can be faster, easier, and less expensive. Use Exegy’s Historical Data Service for on-demand access to high-quality data from US consolidated tape feeds. Cloud delivery means a quicker start to putting historical data to use for compliance and backtesting.
Contact UsComplete 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.
Use Cases
Key Features
Compare our historical data solutions.
| Features | Historical Data Service | Exegy Capture Replay | Hosted Capture Replay |
|---|---|---|---|
| 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 METHOD | ON-DEMAND FILE ACCESS | ON-PREMISE, PURPOSE-BUILT APPLIANCE | HOSTED, PURPOSE-BUILT APPLIANCE |
| CLOUD ACCESS TO FILES | | | |
| FULL EXEGY MANAGED SERVICE | | | |
| Contact Us | Learn More | Learn More |
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