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Data Order Form
Feeds Overview
Available Feeds
Downloadable Feeds
Download Historical TotalView-ITCH File
Download Historical Time&Sales File
Download Historical Indicators File
Download Historical Oscillators File

Data Feeds Overview

We are dedicated to providing traders with the historical exchange data and tools needed to develop, test, and deploy their strategies in the shortest possible time. Thanks to our affiliation with real-time data provider we can offer you:

  • Tick-by-tick historical data on all major North American equity, option, futures, and index feeds
  • A historical consolidated order book incorporating: ArcaBook, BATS, Direct Edge, NASDAQ TotalView, and NYSE OpenBook
  • A historical level one data set incorporating NYSE, AMEX, NASDAQ, and regional exchange data
  • Proven feed handlers for use with historical or real-time data
  • API for both multicast & TCP/IP data delivery
  • An extensive array of output formats
  • Data normalization within an asset class
  • Over 600 indicators & oscillators

Delivery

Most orders are processed and available for download within a trading day using Internet HTTP or FTP delivery protocols.

Large orders (100+ GB) can be shipped on hard drives at a nominal S&H fee.

If access and proximity to exchange data & matching engines is critical to your trading, we can make it possible to co-locate your servers within the same data centers as some the busiest exchanges and market venues in the U.S.

Custom Data Feeds

We will be happy to help you design your own datasets and streams, custom tailored to your needs. Please contact our technical support team by filling out our data order form with your specifications.