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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.

Use Cases

  1. Regulatory Compliance

    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.

  2. Performance Testing

    Test infrastructure health and conduct transaction cost analyses using historical consolidated feed data.

  3. Strategy Backtesting

    Reliably and efficiently load database tools like KDB, OneTick, and TickSmith for a variety of backtesting use cases.

Key Features

Compare our historical data solutions.

FeaturesHistorical
Data
Service
Exegy Capture ReplayHosted 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 METHODON-DEMAND
FILE ACCESS
ON-PREMISE, PURPOSE-BUILT APPLIANCEHOSTED,
PURPOSE-BUILT APPLIANCE
CLOUD ACCESS TO FILES
FULL EXEGY MANAGED SERVICE
Contact UsLearn MoreLearn More
 Feature offered
 Feature offered in part or optionally
 Feature not available

Getting Started

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

  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 very own customer team provided by Exegy that will manage it for you.

     

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

More About Exegy

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