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What We Offer

40+ Exchanges Tracked

Comprehensive coverage of equity, options, and futures venues worldwide.

10-Year Historical Coverage

Access historical exchange rules and fee schedules going back 10 years.

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.

Smart Order Routing

Route orders intelligently based on real-time order type availability and costs.

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, Parquet) optimized for algorithmic consumption.

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Supported Exchanges

We track 40+ trading venues including: U.S. Equities
  • NYSE, Nasdaq, CBOE, IEX, MEMX, and more
Options
  • CBOE, ISE, PHLX, AMEX, BOX, and more
Futures
  • CME, CBOT, NYMEX, COMEX, ICE, and more
International
  • LSE, Euronext, Deutsche Börse, 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.