Historical Data

Lightspeed has selected technology provider Trading Physics, a producer of analytic software and custom market data delivery systems, to  provide its extensive set of equity, option, and futures tick data, specifically designed for automated traders and delivered via an Application Programming Interface (API).

This data, beginning in January 2007, includes all quote, trade, and administrative messages on virtually all North American direct exchange feeds, as well as over 600 proprietary indicators and oscillators calculated by Trading Physics.  The data is delivered through a purpose built platform providing for extensive query capability and output customization.

In addition to historical data, Lightspeed clients will have access to nightly downloads of exchange data.

Please click here to learn more about the offering.