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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 in easy-to-use formats 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, and quantitative strategy backtesting.

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, rather than purchase historical data from a third-party vendor. Our appliance-based solutions reliably capture, timestamp, normalize, and deliver historical market data from your production data centers. Retrieve data files in raw (PCAP) or normalized (CSV) formats, or run bespoke simulations of market behavior by replaying normalized 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 - Exegy Capture Replay

Exegy combines the timestamping and high capacity of the Capture Replay appliance with the convenience and cost savings of a hosted solution.

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 both raw (PCAP) and normalized (CSV) formats 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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