Simplifying management of historical data

Historical data can offer insight to the future direction of markets, yet data storage can be challenging and costly. ICE DataVault is a cloud-based platform that enables you to easily manage and source large amounts of historical tick data. Access deep tick-by-tick data from the ICE Consolidated Feed ─ every trade, every quote, across multiple sources dating back as early as 2008. Multi-asset coverage includes equities, derivatives, fixed income, foreign exchange, money markets, commodities, energy and ETFs.

ICE DataVault’s broad coverage, market depth and data quality help to support a number of different use cases:

Strategy backtesting & historical analysis

Model trading strategies against historical data to assess performance and viability. Perform in-depth analysis to identify market trends assisting strategy development and enabling you to execute with confidence Best execution & transaction cost.

Best execution & transaction cost analysis

Systematically monitor execution performance to comply with regulations such as MiFID I & II, MAR and FINRA. Better identify latency and slippage to help achieve enhanced trading and operational performance.

Trade surveillance & compliance

Monitor, detect and prevent potentially abusive or illegal trading activities to help ensure orderly markets. Support compliance obligations by demonstrating fair and transparent trading and operations.

Customize your data

Access tick data across the wide instrument universe of a specific trading venue with full field coverage, or leverage the portfolio view to filter specific instruments.

Decide how you access

View a subset of sources via SFTP, or access via RESTful API. Data can be delivered to the cloud via S3 to S3 transfers to your AWS account.

Benefit from ease of delivery

Download and schedule the delivery of files to suit your business processes. Daily access is available to a week of history direct from your repository.