HISTORICAL TICK DATA
Data review and analysis
made efficient for Goldman Sachs
Petabytes of ultra-high quality global PCAP market data, accessible from the Cloud or on-premises
Explore how LSEG can enable effective business decisions with Tick History – PCAP for Goldman Sachs
We know that Goldman Sachs is very keen to power next-generation trading and risk decision-making, through data and analytics. Accessing high-quality, high-volume data and a comprehensive suite of analytics to evaluate trade opportunities and manage risk rapidly and efficiently is a priority. The partnership with LSEG will deliver great value to Goldman Sachs’ institutional clients by drawing upon the combined expertise of both organisations to power next-generation trading and risk decision-making, through data and analytics.
Tick History – PCAP is a cloud-based, 20+ petabyte repository of ultra-high-quality global market data, captured directly at the data centre level. Comprehensive and time-stamped historical tick data can be captured at source accessing past market information for research and analysis purposes.
You can 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.
USEFUL LINKS
CONTACT US
Have questions? We're here to help.
FEATURES & BENEFITS
We help you solve your use cases
Lossless data capture
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.
Nanosecond-timestamped
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.
Global coverage
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.
Multiple formats
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.
Try a sample data set.
Experience LSEG's high quality data for yourself, fill in your details to take advantage of a free sample data set.
USE CASES
Tick History – PCAP can help Goldman Sachs:
Choose how Goldman Sachs can access Tick History – PCAP:
- 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.
- Refinitiv 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 Refinitiv Tick History – PCAP’s data is available for delivery via SFTP or cloud into your own environment.
- Queryable services - Bring your queries directly to Refinitiv Tick History – PCAP by using our queryable services. Avoid complex data management processes and only consume the data that you need.
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.
