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Precision and Flexibility
with On-Demand Convenience

Exegy’s Hosted XCR provides value for a range of firms who consume large volumes of historical market data but want to conserve data center space and minimize hardware management. At the core of each solution is the
Exegy Capture Replay (XCR) that captures, normalizes, and delivers historical market data for diverse use cases.

Key capabilities include high-precision hardware timestamping of all market data packets, high-capacity recording to non-volatile storage, and reliable delivery of captured market data in either raw (PCAP) or normalized formats. This includes bespoke replays of market data via the Exegy Client API (XCAPI) to accurately simulate market data conditions and to quantify application performance and stability.

In addition to including hosting space and power for the appliances, Exegy Hosted XCR solutions include connectivity to the direct market data feeds of your choice. Choose from over 200 global markets for equities, derivatives, commodities, fixed income, and FX. Exegy deploys then continuously monitors and manages the solution—you simply connect locally to your hosted private infrastructure from your environment in the same data center.

Use Cases

  1. Regulatory Compliance

    Precision timestamping helps you document order-routing decisions to comply with Reg NMS best execution requirements. Scaled replays allow you to conduct capacity stress-testing to comply with Reg SCI and MiFID II.

  2. Strategy Backtesting

    Replays allow you to cost-effectively test algorithms using historical data, audit order entry performance, and conduct transaction cost analyses.

  3. Tick Database Loading

    The Hosted XCR can efficiently load CSV files into leading vendor applications such as KDB, OneTick, or TickSmith or into internal tick databases.

Key Features

Compare our historical data solutions.

FeaturesHosted Capture ReplayExegy 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 method
HOSTED,
PURPOSE-BUILT APPLIANCE
ON-PREMISE, PURPOSE-BUILT APPLIANCEON-DEMAND FILE ACCESS
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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