Historical Data

Essex Radez is pleased to offer complete historical data for all of the feeds on our V-Tick network. By complete we mean every trade, quote, and administrative message just as they were received from the source - not the usual preselected subset offered by some others - making it ideal for back testing new strategies and applications. In many cases this data is available from August 1, 2006.

The data is usually delivered as daily files on appropriately sized portable hard drives and a full set of utilities to allow for replaying the market at actual speed, as well as varying speeds so that applications can be fully tested and debugged is included. For continuing subscriptions, we offer end of day FTP transmission of daily files.

For a listing of available market data historical data files click here.