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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:

Icon - Exegy Capture Replay

Exegy Capture Replay appliances record, timestamp, normalize, and replay market data. Retrieve raw (PCAP) or normalized (CSV) files or run market behavior simulations.

Icon - Historical Market Data

Exegy’s Historical Data Service delivers lower-cost, on-demand access to high-quality historical market data. Data files are delivered in normalized (CSV) format via cross-connect or the Internet.

Logo - Market Data Peaks

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.

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