London Stock Exchange Group has announced a collaboration with Nvidia to allow financial institutions to analyse large volumes of historical market data at dramatically greater speed using graphics processing unit (GPU) technology.
Benchmark testing shows that years of LSEG Tick History data can be processed in seconds using Nvidia's cuDF software library for GPU-accelerated computing, compared with hours under conventional methods.
LSEG Tick History holds 110 trillion rows of data across 100 million instruments, spanning more than 30 years and more than 580 exchanges, trading venues and data contributors.
The tie-up is designed to bring historical market data closer to the computing environments used for quantitative research, market analysis and artificial intelligence, without requiring firms to create a separate full copy of the underlying dataset.
That matters because duplicating large datasets carries both cost and compliance risk, and the collaboration preserves the licences, permissions and access controls that govern how the data can be used.
The announcement comes as equity markets move towards near-continuous, 24-hour trading, pushing firms away from legacy models that depend on market-close data loading and overnight processing runs.
In the first half of 2026, traffic over LSEG's real-time network grew 29% compared with the same period a year earlier, reaching a new peak of 26 million messages per second in June.
At the same time, customer application programming interface (API) requests for Tick History data rose 48%.
Ron Lefferts, co-head of data and analytics at LSEG, said the collaboration would allow customers to work with detailed historical data at speed without the burden and risk of creating another full copy.
Ioana Boier of Nvidia said the cuDF tool helps researchers analyse Tick History at scale without discarding the granular detail that makes the data valuable for advanced analytics and AI applications.
Practical uses are expected to include quantitative strategy testing, order book reconstruction, liquidity analysis, risk scenario modelling and historical market replay.
