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.
More About Exegy
St. Louis, MO — October 31, 2023 – Exegy, the global leader in intelligent market data, advanced trading, and execution systems, today announces the appointment of industry veteran Brian Pomraning…
Introducing a purpose-built solution to handle the complexity of FIX while dramatically improving performance St. Louis, New York, Paris – October 26, 2023 – Exegy, a leading developer of high-performance…
nxFramework FIX engine offers scalable way to handle large volumes of FIX traffic while reducing server footprint The FIX® Protocol is a market standard for electronic messaging, facilitating the exchange…