Direct connectivity to the world's leading exchanges
Data feeds and historical data
Benefit from our direct connectivity to the world's largest exchanges, with no intermediaries for better reliability and low latency.
STOCKS
FUTURES
INDICES
COMMODITIES
OPTIONS
HISTORICAL DATA
Please note that our data feeds and historical data are provided exclusively via integration with our own solutions.
Professional quality market data
Our 18 years of experience in datafeed management and the reliability of our infrastructures have led major banks & brokerage firms to rely on our services.
IT-Finance invests more than 2 million euros per year to provide you with the best and fastest data possible.
IT-Finance is directly connected to many of the largest exchanges (no intermediaries). These connections use leased lines and fiber-optic connections for the best connectivity.
Our push datafeeds allows new ticks to be sent to the charts as soon as they appear in the market.
Our advanced solutions have access to two separate datafeeds and datacenters to ensure continuity of services.
A dedicated team of in-house engineers monitor the datafeeds using the latest technology.
Our filtering technology also allows removal of data errors sent by exchanges before they are even displayed in the charts.
Our filtering technology also allows removal of data errors sent by exchanges before they are even displayed in the charts.
Several years of reliable intraday and daily historical data are provided.
Our advanced solutions provide the possibility to view historical data adjusted or un-adjusted after stock dividends.
For futures, we provide continuous historical data adjusted after each contract expiry in order to perform technical analysis and backtesting over long periods of intraday data spanning several years.
Our advanced solutions provide the possibility to view historical data adjusted or un-adjusted after stock dividends.
For futures, we provide continuous historical data adjusted after each contract expiry in order to perform technical analysis and backtesting over long periods of intraday data spanning several years.
