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
Best execution & transaction cost analysis
Trade surveillance & compliance
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.
View a subset of sources via SFTP, or access via RESTful or Python APIs. Data can be delivered to the cloud via S3 to S3 transfers to your AWS account.
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.