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ISE and Hanweck Team for PhD Historical Tick Data

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The International Securities Exchange, in partnership with Hanweck Associates, has launched the ISE Premium Hosted Database, a hosted database of historical tick data with full OPRA coverage –  quotes and trades from all U.S. options exchanges – plus U.S. equities level one data, pre-computed implied volatilities and Greeks, full corporate action histories, and ISE Open/Close trade data.  More than six years of data is available – some 600 TB so far.

PhD is being pitched at those requiring many years of detailed price history for applications, such as back testing of algorithms, pre/post trade analysis and historical charting.  Pricing is based on the scope of data required (e.g. OPRA only, equities only, IV/Greeks only) and the amount of history needed, as well as the number of end users receiving the data.

The service is available via a web interface (with pre-defined queries) and also via APIs available for C, C++, C# and Java code.  Access can be via the public internet, a secure FTP connection, a managed network like BT Radianz, or using a cross connect at the ISE’s primary data centre (located at Equinix’s NY4 facility).

Just as it did for its real-time ISE Implied Volatilities and Greeks Feed, the exchange is partnering with Hanweck, which is calculating derived data via is GPU-accelerated Volera analytics engine.

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