About a-team Marketing Services
The leading knowledge platform for the financial technology industry
The leading knowledge platform for the financial technology industry

A-Team Insight Blogs

ISE and Hanweck Team for PhD Historical Tick Data

Subscribe to our newsletter

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.

Subscribe to our newsletter

Related content

WEBINAR

Recorded Webinar: MiFID II and FRTB Data Analytics, Benchmarks and Risk Modelling

Don’t miss this opportunity to view the recording of this recently held webinar. Markets in Financial Instruments Directive II (MiFID II) and the Fundamental Review of the Trading Book (FRTB) require huge volumes of data to be sourced and managed. This webinar will discuss what sort of data analytics you need to implement to be...

BLOG

19 Best Transaction Reporting Solutions in 2022

Transaction reporting is demanded of financial institutions by multiple regulatory regimes, with the goal of detecting suspected market abuse or money laundering. To comply, firms need to ensure their systems are able to deliver complete and accurate information about the financial instrument traded, the firm undertaking the trade, the buyer and seller, and the date...

EVENT

ESG Regulation, Reporting & Data Management Summit (Redirected)

This summit will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.

GUIDE

Complex Event Processing

Over the past couple of years, Complex Event Processing has emerged as a hot technology for the financial markets, and its flexibility has been leveraged in applications as diverse as market data cleansing, to algorithmic trading, to compliance monitoring, to risk management. CEP is a solution to many problems, which is one reason why the...