5 Years of Historic US Level 3 Data
The world’s most granular US Level 3 data & analytics library

Leverage the full power of 5 years of level 3 data with a long time horizon to identify predictive trends & alphas whilst sifting through the noise.

Capture every possible market scenario in your back-testing with the most granular historic market data, available with 5 years of history. Our data and analytics enable you to train your algorithms on a consolidated view across venues thanks to our single information-rich harmonised data lake. Query a historical time series data lake that has one consistent format both horizontally across all US venues and vertically going back 5+ years.

  • Identify intra-day and daily patterns across venues
  • Extract new longer term insights from market microstructure
  • Capture every possible market scenario to reduce modelling bias
  • Confidently avoid forward-looking bias in your research
  • Develop consistent multi-venue data pipelines