LSEG Tick History

LSEG Tick History:

One product, two datasets

With the rise of electronic and algorithmic trading, the demand for historical market data has been growing across all asset classes. The variety of use cases – from back testing and trade cost analysis, to risk management and algorithmic trading – means access to high-quality historical market data is essential.

LSEG’s Tick History solution has two, complementary datasets:

Tick History – providing normalised Tick History market data with information about changes in price.
Tick History – PCAP – PCAP data that is timestamped to the nanosecond and contains all the electronic messages in a market, including every order, trade and modification. This is available in both raw and normalised formats.

If Tick History is the magnifying glass, then Tick History – PCAP is the microscope – together they provide breadth as well as depth of data. Both sets of historical market data are necessary to gain comprehensive insight into today’s trading environment.

Interested in learning more? Explore a range of resources below, and complete the form to speak with one of our experts.

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Video: Tick History and Tick History – PCAP

LSEG's Tim Anderson, Director, Tick History, and Patrick Flannery, Group Head of Low Latency, explore how both Tick History and Tick History – PCAP are necessary to gain comprehensive insight into today’s trading environment.

WATCH VIDEO >

WEBINAR | Ticking all the boxes

Why Tick History and Tick History – PCAP are the perfect match for your historical market data use cases

This webinar explores both Tick History and Tick History – PCAP in greater detail – how they work and how they can be used together.

Watch now [45 mins] >

EXPERT TALK | What does it take to achieve high quality data?

The need for very high-quality exchange data has never been greater than it is today. Tick History – PCAP data is captured at exchange data centres with nanosecond precision, and in a lossless manner to ensure the highest quality.

This Expert Talk explores key elements around data quality for PCAP tick data and also looks ahead to how the data quality journey will continue to evolve for LSEG Tick History – PCAP within LSEG.

Read expert talk >

TICK HISTORY - S3 DIRECT

By accessing Tick History via our S3 direct buckets on AWS, you can collect and download the data to your S3 bucket – whenever you need it. Delete the data from your cloud, and we’ll keep a copy in our S3 buckets so you can download it again if required.

With TCO advantages and reliable, efficient, persistent data storage that’s accessible any time, you can easily navigate the challenges of managing large volumes of historical financial data.

Learn more >