Historical Data Overview

Overview

Our current historical data solution has been in operations since January 2010 and captures every tick from virtually every exchange on the U.S. market and major European exchanges.

Historical data access

The following APIs are now available for the service:

  • dxFeed Java API: gives control over the full functionality of dxFeed real-time, historical, and aggregated data (including market replay)

  • dxFeed web service and JavaScript API: JavaScript API mirrors dxFeed Java API in JavaScript and provides easy widgets and shortcuts to integrate streaming market data into web apps

  • REST web services and APIs:

    • Instrument profile web service providing essential symbol attributes and symbol discovery

    • onDemand tick data extraction web service: extracts tick data for given symbols, time, and event types from our cloud storage

    • onDemand tick data audit web service: extracts data from onDemand cloud storage for given symbols, events, and timeframes keeping the order. Used for trade audit purposes primarily, currently provides access to only 1 month of data on all symbols. Limitations are configurable