Historical tick data
Tick History – PCAP
Petabytes of ultra-high quality global PCAP market data, accessible from the Cloud or on-premises.
Explore the detail with Tick History – PCAP
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.
To develop confident trading strategies,deep insight is crucial.LSEG Tick History PCAP gives yougranular ultra high quality historical market data,nanosecond time stamped in the Cloud or on premises.Drill down into data details and captureevery market movement with our unmatched global coverage.We keep innovating soyour business can advance as the markets do.Use LSEG Tick History PCAP on its own,or withLSEG Tick History fora comprehensive historical picture that offersthe trusted breadth and depth of data youneed to look back then power forward.LSEG Tick History PCAP a data universe of possibilities.
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.
Seamless PCAP data storage in the cloud
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.
Use Cases
Make the most of Tick History - PCAP
Tick History – PCAP can help you solve multiple use cases:
- 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.
Access Tick History – PCAP in a way to suit you:
- 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.
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Find out more about related LSEG solutions
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