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Exegy Launches Hardware-Timestamped Market Data Capture Service

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Exegy has partnered with packet capture specialist FMADIO to launch a new end-of-day PCAP service, providing hardware-timestamped raw market data through its Axiom consolidated feed infrastructure. Available across all Axiom points of presence, the service enables trading firms to access high-precision market data captures without deploying and maintaining their own packet capture infrastructure.

The offering uses FMADIO’s FPGA-enabled 40G/100G appliances to minimise packet loss and jitter during periods of peak market activity. Hardware timestamping through Arista switches provides the precision required for latency benchmarking and best-execution analysis. Exegy captures both primary and secondary market data feeds, applying quality checks to validate that files contain no gaps. Low-latency exchange connectivity is provided through Waypoint Trading Solutions.

Captured data is delivered through Amazon Web Services S3 buckets for automated end-of-day retrieval, with daily PCAP files retained for 14 days.

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