Market Data

Effective trading requires access to fast, reliable quotes. With Lime, clients have access to data feeds for both live trading and historical testing. Our data offering includes Equities, Options, and Futures.

Lime Data and Lime Data API

Lime’s live market data product feeds many of our internal services, as well as, other client facing products. The offering is flexible, fast, efficient, and reliable providing access to multiple venues. It also boasts multiple value add features on top of raw market data to which clients may opt to consume.

  • Provides a normalized feed of market data from multiple venues
  • Qualifies as a certified managed non-display provider
  • Accessible via TCP-based Client-Server subscription model and APIs in C++ or Java
  • Boasts optional features like price-aggregation, top of book, trades only, MMID filtering for consolidated feeds, and subscribing by underlying for options

Lime Data Vault

Lime Data Vault is a robust historical tick data plant that is perfect for strategy development and testing. Its capabilities and strategic advantages are ideal for priming an algorithm that needs back data prior to live trading.

  • Provides access to historical tick data via partnership with OneMarketData
  • Captures equities information from Lime Data dating back to June 2012
  • Accessible via Lime Strategy Studio or OneTick’s front-end and query API