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Refinitiv Tick History – PCAP

The dataset contains PCAP data for Depth of the Book U.S Equities exchange and the SIP (CTA and UTP) market data feeds.

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About

Refinitiv Tick History – PCAP is a cloud-based, 20+ petabyte repository of ultra-high quality global market data, captured directly in the exchange data centers. It enables you to access complete sets of lossless, top-of-book and full-depth data (Levels 1, 2 and 3) in your choice of format.

To ensure lossless data capture, we maintain redundant capture processes co-located in the major primary and backup exchange data centers across the globe. Using our proprietary capture technology, we timestamp data to the nanosecond and use sophisticated data arbitrage techniques to fill the gaps. Our data is never conflated and includes every tick. Our global

coverage is extensive, giving you access to feeds from hundreds of venues covering the Americas, EMEA and APAC for equities, options, derivatives, fixed income, FX and more. Content is available as raw PCAP or normalized, formatted in Parquet or CSV.

Consume our data however it makes the most sense for your business needs.

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