Explore the detail with LSEG Tick History – PCAP
LSEG Tick History – PCAP is a cloud-based, 20+ petabyte repository of ultra-high-quality global market data, captured directly at the data centre level.
Access complete sets of lossless, top-of-book and full-depth data (i.e. Levels I, II, III) in the format of your choosing, or save bandwidth and compute costs by bringing your query to our Cloud to seamlessly pull down only the data or pre-configured analytics you need.
Features & benefits
We help you solve your use cases
Leverage our proprietary data capture processes and technology that are designed to collect every tick – no gaps and no conflation. We maintain redundant capture processes co-located in the major primary and backup exchange data centres across the globe.
We timestamp data to the nanosecond using GPS technology and use sophisticated data arbitration techniques to fill any gaps. Our data includes every tick, it’s never conflated.
Our extensive global coverage gives you access to feeds from hundreds of venues, covering the Americas, EMEA and APAC for equities, options, derivatives, fixed income, FX and more.
Content is available in raw PCAP or normalised and formatted in Parquet and CSV. Consume our data in the ways that make the most sense for your use cases.
With our shared storage solution with AWS, you can access and analyse our PCAP data in the cloud. Have immediate access to the highest quality, lossless PCAP or normalised data stored in our AWS S3 buckets, offering ease of use, simple integration and significant data storage savings.
Tick History – PCAP can help you solve multiple use cases, including:
- Developing data science tools, back-testing engines or micro-market structures.
- Transaction cost analysis and execution quality metrics.
- Algo development and ongoing tuning.
- Support regulatory compliance.
- Streamlined data analysis via our all-in analytics environment, Tick History Workbench.
Choose how you access Tick History – PCAP:
- LSEG Tick History Workbench - Use Tick History Workbench, our cloud-based, ready-to-use analytics environment that also manages queries for streamlined extraction to any environment.
- Data Files - Receive historical intraday data in minutes daily. All of LSEG Tick History – PCAP’s data is available for delivery via SFTP or cloud into your own environment.
- Queryable services - Bring your queries directly to LSEG Tick History – PCAP by using our queryable services. Avoid complex data management processes and only consume the data that you need.
Find out more about related LSEG solutions
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