4.4 Data

Where does your data come from?

We have a combination of third party historical data providers and live trade webstreams of exchange data. The exchange data streams provide us with the most timely and complete information about market activity, and the historical data providers allow us to backfill historical data into our database. Historical data is also leveraged during any outages to recover any live data missed while the service was down, ensuring fault tolerant data integrity. All of the services provide us only raw data from exchanges. All derived values, such as greeks, displayed on the site are calculated in house for quality control.

XYZ service has a different value for ABC than you. Who is correct?

Tell us! We have found many services have poor data quality control, which led us to bring all of the calculations in house. If a raw or derived datapoint is different from ours in another platform, we would like to hear about it so we can investigate and resolve the issue. We are obsessively committed to providing the most accurate data on the market.

XYZ service provides something that you don’t. Why?

There are many reasons. The most common two reasons: (1) It’s valuable and we just haven’t built it yet, or (2) It’s not valuable and don’t want to just beat you over the head with a lot of data. Bring it to our attention! We love to talk with customers about data and how they use it.