ICE Data Services raw tick historical data solutions serve the needs of the most-latency sensitive traders, by providing high precision data that enables testing and optimization of trading strategies, market research and analytics.
Accurately timestamped market data off the wire with our exchange coverage and colocation presence globally. Low latency direct feeds with nanosecond precision timestamps are captured in each exchange colocation.
The raw tick data service provides coverage of U.S. equity and futures markets (ICE, NYSE, Nasdaq, CBOE, IEX, MEMX, MIAX & CME), SIP data (CTA & UTP), European markets (ICE & Euronext) as well as Asian markets (JPX & HKEX).
Access to a comprehensive suite of tick historical data services to support a range of use-cases including surveillance, quantitative research, TCA and best execution.
PCAP files (compressed) available via AWS (Amazon Web Services) for both on-demand and bulk deliveries.
Highly resilient setup at each location, sourced with two feeds that connect to independent capture systems.
GPS based time-stamps applied at the lowest latency exchange hand-offs.
PCAP files (compressed) available via AWS (Amazon Web Services) for both on-demand and bulk deliveries.
Highly resilient setup at each location, sourced with two feeds that connect to independent capture systems.
GPS based time-stamps applied at the lowest latency exchange hand-offs.
Monthly subscription provides on demand access to back history.
Immediate access to high resolution raw market data to research new venues and feeds.
Monthly subscription provides on demand access to back history.
Immediate access to high resolution raw market data to research new venues and feeds.