Data Vault

Hosted Tick Database
In partnership with OneMarketData, Lime Brokerage offers hosted access to the OneTick database platform. In this database, Lime captures market data directly from the Lime Market Data normalized feed handling solution, with data going back to June 2012 for the following feeds:

  • SIAC
  • NYSE Open Book Ultra
  • NYSE Trades
  • Nasdaq TotalView ITCH
  • ArcaBook
  • ArcaTrades
  • EDGA and EDGX NextGen

Lime provides database access through Strategy Studio’s backtest servers, or through the complete OneTick front-end and query APIs.
This solution provides unparalleled coverage of historical US consolidated tape and order book data within industry leading tick database technology.
Query data up to the latest tick, with the aid of powerful built-in market data analytics.
Timestamped with the exchange’s feed time and the local collection time, this data gives valuable consistency with processing live data.
Get up and running quickly with back testing and historical market data research without having to invest in your own storage infrastructure.