Sold by: Refinitiv
Deployed on AWS
Access a single-day sample of raw colocated capture (PCAP) data for all US Equities feeds listed in the description.
Overview
Feeds
Access a single-day sample of raw colocated capture (PCAP) data for all US Equities feeds listed below:
- CBOE Bats EDGA Depth
- CBOE Bats EDGX Depth
- CBOE Bats BYX Depth
- CBOE Bats BZX Depth
- IEX Deep
- MEMX MEMOIR Depth
- MIAX Pearl Equities DoM
- Nasdaq Stock Market TotalView
- Nasdaq BX TotalView
- Nasdaq PSX TotalView
- NYSE American XDP - Integrated
- NYSE Arca XDP - Integrated
- NYSE Chicago XDP - Integrated
- NYSE National XDP - Integrated
- NYSE XDP - Integrated
Use Cases
Tick History – PCAP is a cloud-based repository of ultra-high quality global market data, captured directly from exchanges. 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. Tick History – PCAP supports mission-critical use cases including:
-
Back-testing
-
Micro-market structure analysis
-
Execution quality/Transaction cost analysis (TCA)
-
Algo development and tuning
-
Compliance
Metadata
Instructions: Provide metadata of your data using a table. Examples include but are not limited to: Metadata
| Description | Value |
|---|---|
| Data Format(s) | PCAP, Parquet, CSV |
| Geographic coverage | Global |
| Historical Coverage | Multiple years |
| Universe coverage | Cross-Asset Class |
| Unique identifiers | Exchange Symbology |
| Update frequency | Daily and Intraday |
Subscription Verification Request Information
In your subscription verification request please include at least the following information:
- Firm Name
- Your contact information or contact information of key parties at your firm
- In which AWS region you will want to subscribe to the data, if known. (Data is currently located in us-east-1)
- Which datasets and corresponding approximate date ranges are most interesting to you
We will be happy to assist you in obtaining our sample and subscription data.
Details
New
Introducing multi-product solutions
You can now purchase comprehensive solutions tailored to use cases and industries.
Features and programs
Financing for AWS Marketplace purchases
AWS Marketplace now accepts line of credit payments through the PNC Vendor Finance program. This program is available to select AWS customers in the US, excluding NV, NC, ND, TN, & VT.
Pricing
This product is available free of charge. Free subscriptions have no end date and may be canceled any time.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Vendor refund policy
Not applicable - product available free of charge.
Legal
Vendor terms and conditions
Upon subscribing to this product, you must acknowledge and agree to the terms and conditions outlined in the vendor's End User License Agreement (EULA) .
Content disclaimer
Vendors are responsible for their product descriptions and other product content. AWS does not warrant that vendors' product descriptions or other product content are accurate, complete, reliable, current, or error-free.
Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
PCAP - US Equities Sample Pack | Last 1 revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
Similar products
This PCAP sample pack includes one day worth of data for the U.S. equities SIP feeds: CTA (CQS & CTS) and UTP (UQDF & UTDF)
Hunter Strategy provided Aerospace SOC - STIG Hardened (AlmaLinux 9.4) AMI
Hunter Strategy provided Aerospace SOC - STIG Hardened (CentOS 7.9) AMI
ExtraHop Packet Basics is a free PCAP offering for forensic investigations, incident response, and threat hunting.
The dataset contains PCAP data for Depth of the Book U.S Equities exchange and the SIP (CTA and UTP) market data feeds.
LiveWire is a high-performance packet analytics solution that captures and stores detailed packet data, providing deep network and application performance insights as well as forensic analysis.
By deploying LiveWire's physical or virtual appliances across critical network segments-including data centers, SD-WAN edges, cloud environments, and remote sites-NetOps and SecOps teams gain the actionable intelligence needed to optimize performance, enhance security, and quickly resolve network issues.