ICE DataVault
Across global markets, a competitive edge demands the application of big data sets. Yet the management of that data, including processing, collecting and storage can be challenging and costly. ICE DataVault is a comprehensive cloud accessible archive of historical tick data captured from the ICE Consolidated Feed — every trade and quote from global exchanges, OTC brokers, and proprietary data sets, with history spanning 10+ years.
Broad coverage, market depth and data quality supports
Market surveillance
Monitor, detect and prevent potentially abusive or illegal trading activities to help ensure orderly markets. Demonstrate fair and transparent trading and operations.
Quantitative research
Model trading strategies to assess performance and viability. Perform in-depth analysis to identify market trends so you can execute with confidence.
Best execution
Monitor execution performance to comply with regulations. Better identify latency and slippage to help achieve enhanced trading and operational performance.
ICE DataVault’s on-demand bars is an HTTP based API solution that allows you to access open, high, low, close historical aggregated bar data on an end-of-day and intraday basis with intervals as frequent as 1-minute. Data spans hundreds of exchanges, multiple asset classes, with up to 30+ years of history and is available in real-time, delayed and T+1 historical qualities.
Broad coverage, deep history and data quality supports
Powering web-based charting applications
Plot real time, delayed, intraday and historical end of day aggregated OHLC bars to create visually appealing web-based charts.
Model validation and historical analysis
Model trading strategies to assess performance and viability. Perform in-depth historical analysis to identify market trends.
Case Studies
ICE Consolidated Feed in Combination with ICE DataVault - Power a Premier Electronic Trading Platform
A broker-neutral electronic trading provider whose application provides users with access to global market data, news, charts and analytics, engaged with ICE to integrate the ICE Consolidated Feed and the ICE DataVault On-Demand Bars solution.
ICE Consolidated - Feed Tier 1 Client Enterprise Integration
Tier 1 sell-side institution integrates the ICE Consolidated Feed into Refinitiv’s Real-Time Distribution System, powering their enterprise applications with ICE’s broad, real-time data sets, which helps them remain competitive in a dynamic environment.
ICE DataVault - Enterprise Integration of Historical Data
A large North American investment bank wanted to streamline their historical data from fragmented, department-based data repositories to a centralized data warehouse that supports their core business needs globally.
Related Insights
Optimize your algo trading models: Tick data best practices
As the financial world seeks to optimize proprietary pricing and trading strategies, the huge volume of tick data demands models that can deal with multi-asset class data and incorporate ancillary data for insights and risk profiling in real-time.
We recently discussed the different approaches to optimizing your algo trade models using real-time & historical data analytics with KX.