Historical Market Data
Capturing, storing, and delivering market data can be an expensive, error-prone, and time-consuming project. Without a ready solution, these projects compete for precious resources and negatively impact key business initiatives. From data-on-demand services to managed appliances that allow you to reliably capture and reuse the real-time data that drives your trading, Exegy provides solutions that meet your historical market data needs.
Reliable Capture, Precision Timing,
and Flexible Delivery
Exegy’s historical market data solutions deliver complete, recorded market data with accurate timestamps and boast easy integration to a wide variety of applications.
Our proven solutions are used for:
- Efficiently loading tick database and analytics tools
- Application development
- Automated testing
- Best execution analysis
- Regulatory compliance
- Filling cloud-based data lakes
- Quantitative strategy backtesting
Compliance and Regulation
Rapidly evolving licensing rules from exchanges and other feed sources encourage market participants to capture the real-time market data that drives their trading infrastructure. Our appliance-based solutions reliably capture, timestamp, normalize, and deliver historical market data from your production data centers.
Retrieve raw or normalized data files or run bespoke simulations of market behavior by replaying market data via the same Exegy Client API (XCAPI) used with our real-time market data solutions.
Exegy’s data-on-demand service has been chosen by FINRA to provide historical market data to the Consolidated Audit Trail (CAT).
Eliminate data and timestamp discrepancies as a liability when forming responses to regulatory inquiries. Enhance the credibility of best execution reporting to clients of your agency businesses. Reduce the costs of building and maintaining your own market data recording infrastructure. Fill existing gaps in your historical tick databases to run backtests and analytics more efficiently.
Exegy Products for Historical Market Data:
Exegy Capture Replay appliances record, timestamp, normalize, and replay market data. Retrieve raw (PCAP) or normalized (CSV) files or run market behavior simulations.
A joint service of Exegy and the Financial Information Forum (FIF), MarketDataPeaks reports data rates for real-time market data feeds from US equities, futures, and options markets, to aid firms in capacity planning.
Related Resources
Market Data Fragmentation and the 24/5 Trading Era
What’s Actually Changed Institutional trading isn’t expanding along one line anymore. New asset classes, new geographies, and 24/5 trading hours are all showing up at once. The result? Market data…
Capital Markets Operational Agility More Important Than Scale in 2026
New Exegy research shows that the convergence of expansion across asset classes, geographies, and trading hours is costing firms their competitive edge New York, Chicago, London — August 18th, 2026 — New research from Exegy, a leading provider of…
The Infrastructure Tax of Total Market Access
When Everything Everywhere Becomes Unsustainable How Expanding Liquidity Is Reshaping Global Trading Infrastructure As trading expands across frontier markets, digital assets, 24/5 trading, and increasingly fragmented venues, firms face a…