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What We Offer

50+ Exchanges Tracked

Comprehensive coverage of equity and options venues worldwide.

Historical Coverage

Access historical exchange rules and fee schedules.

Real-Time Updates

Rule changes updated within 24 hours of exchange announcements.

Machine-Readable Format

Structured JSON/CSV data feeds built for algorithmic consumption.

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Use Cases

Quantitative Trading

Feed exchange rules directly into your trading algorithms and backtesting systems.

Market Making

Optimize maker-taker strategies with up-to-date fee schedules across all venues.

Compliance & Risk

Monitor regulatory changes and ensure trading strategies remain compliant.

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Data Coverage

Our market microstructure data includes:
  • Exchange Rules: Trading hours, lot sizes, tick sizes, circuit breakers
  • Fee Schedules: Maker/taker fees, tiered pricing, rebates across all venues
  • Order Types: Supported order types per venue (limit, market, stop, IOC, FOK, etc.)
  • Symbology: Product listings and ticker mappings
  • Regulatory Changes: Historical tracking of rule modifications with timestamps
All data is provided in machine-readable formats (JSON, CSV, Excel) optimized for algorithmic consumption.

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Supported Exchanges

We track 50+ trading venues including: U.S. Equities
  • NYSE, Nasdaq, CBOE, MEMX, and more
Options
  • CBOE, ISE, PHLX, AMEX, BOX, and more
International
  • Hong Kong Exchange, Deutsche Börse, Tokyo Stock Exchange, and more

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Trusted by Institutional Trading Firms

Rulebook Company provides mission-critical market data infrastructure for quantitative hedge funds, proprietary trading firms, and institutional market makers worldwide.