Tick-Level and Aggregated Historical Market Data Feeds

Data services

Historical Data Services

Market Replay Aggregated Data Services ORCS: Multidimensional Aggregation Service

Overview

dxFeed is parsing, indexing and storing up to 10Tb of raw data every day and makes it available for access to financial institutions and individuals. dxFeed utilizes the power of cloud computing to bring virtually unlimited capacity and scalability for the millisecond time-stamped tick data storage.

We eliminate the need for hefty investments in infrastructure, such as co-location space and power, and provide the necessary elastic storage and computing power from day one. Our solution is fully scalable for future growth (including the number of simultaneous client connections).

Data delivery options

API access

Tick data service

Tick data is suited for analyze, gaps backfilling, audit, customer service.

Access data beyond NBBO: regionals for stocks and options, order book data
Extract calculated data via API (Greeks, Theo Prices, Implied Volatility)
REST API

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Aggregated data service

Aggregated data is suited for visualization, analytics and application development.

Multiple types of candles with any resolution (like 133 ticks OHLCV), bid/ask aggregations, renko aggregations and many others out of the box
Portfolio’s behavior tracking with formulas
REST, Java, C, C#, JavaScript, Python APIs

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Market data replay Cloud Service

Tick level market data storage and replay services are powerful tools for historical insight and model back-testing.

Multiple types of candles with any resolution (like 133 ticks OHLCV), bid/ask aggregations, renko aggregations and many others out of the box
Cloud service
Java, JavaScript API

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One time data delivery

Direct downloads

One time data extraction in *.csv (tick level or aggregated) can be done from a yearly to a day-by-day basis via link.

AWS snowball

Data size in CSV may count in petabytes so delivery may be actually physical – via AWS Snowball service.

Order historical data

Please fill out the form to request custom historical market data feeds.

Order online View Samples

Historical market data coverage

Coverage

United States

European Union

Turkey

Global

Asset classes

Equities & ETFs

Futures

Options

Indices

Fixed Income

Forex

Cryptocurrencies

Spot

Data types

Bid/Ask

Last Sale

Time and Sales

Price Level Book

Full Order Depth

Candles

Our historical data services provide

Direct feed capture
Unlimited capacity for data storage
High redundancy of storage ensuring service availability and resiliency
Data security and privacy – no client data is stored in or transferred to the cloud
Seamless technology integration
Instantaneous access times – under 1 second full day extraction time, under 400 microsecond full book snapshot access time.