ISE To Offer Historical Market Data

The International Securities Exchange (ISE) will open a historical market data offering in response to member and investor requests for information and market data to help improve trading efficiency. Historical tick data is the most recent offering of ISEs's overall

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The International Securities Exchange (ISE) will open a historical market data offering in response to member and investor requests for information and market data to help improve trading efficiency.

Historical tick data is the most recent offering of ISEs’s overall market information initiative, which includes already-announced depth-of-book and sentiment market data offerings.

The initial product offering will include ISE tick data, trades and quotes, as well as comprehensive options price reporting authority (OPRA) tick data, delivered on a daily basis. Historical market data, not previously available as a complete, raw end-of-day data source, can be used for back-testing of trading models, post-trade analysis, compliance and time and sales queries.

The ISE will first make two historic offerings available. There will be an annual-subscription to an end-of-day file and the ability to make ad-hoc requests for specific time periods.

“This historical market data offering is in keeping with ISE’s overall strategy to grow our information and market data business, a key strategic initiative in 2006,” said David Krill, CEO of ISE.

ISE is leveraging its existing data platform to create this offering and expects it to be available early in 2006, pending Securities and Exchange Commission pricing approval.

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