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.
