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

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.

Related content

WEBINAR

Recorded Webinar: How to capture and manage complete and accurate customer data

Whether you work on the buy-side or sell-side, the customer is always king. This requires investment banks, asset managers and wealth managers to ensure they have a complete and accurate view of customer data. If you can achieve this, you can take a data-driven approach to decision making whether in obtaining better behavioural insights, offering...

BLOG

The Deal is Done – LSEG Completes Acquisition of Refinitiv

A big day in the City last Friday as the London Stock Exchange Group (LSEG) completed its all-share acquisition of Refinitiv first mooted back in July 2019. The acquisition is expected to create a leading, UK-headquartered, global financial market infrastructure provider with a strong data and analytics business, significant capital market capabilities across multiple asset...

EVENT

Data Management Summit New York City

Now in its 10th year, the Data Management Summit (DMS) in NYC explores the shift to the new world where data is redefining the operating model and firms are seeking to unlock value via data transformation projects for enterprise gain and competitive edge.

GUIDE

High Performance Technologies for Trading

The highly specialised realm of high frequency trading without doubt is a great driver for a range of high performance technologies that are becoming essential tools for Wall Street. More so than the now somewhat pedestrian algorithmic trading and analytics/pricing applications that are usually cited as the reason that HPC is hitting the financial markets,...