I would also really like to know that! It generally seems to be a thing in trading: https://databento.com/pcaps https://databento.com/pcaps There is also this

I would also really like to know that! It generally seems to be a thing in trading: https://databento.com/pcaps https://databento.com/pcaps There is also this (though this page does not specify what pcap means): https://www.lseg.com/en/data-analytics/market-data/data-feeds/tick-history/tick-history-pcap https://www.lseg.com/en/data-analytics/market-data/data-feed...