Which data type is primarily provided by exchanges in a financial context?

End-of-Day pricing is a crucial data type provided by exchanges because it reflects the final prices of securities at the close of the market for that trading day. This data is essential for investors and analysts as it helps them assess the day's market performance, and it serves as a benchmark for valuing securities and monitoring investments over time. End-of-Day pricing includes details such as the last trade price, volume traded, and other relevant metrics that are invaluable for trading strategies and portfolio management.

The other options, while relevant to financial analysis, do not capture the primary data type generated by exchanges in the same way. Historical data, for instance, typically encompasses a broader range of time and includes data points from various periods, not just the close of the day. Batch data refers to collections of data accumulated over time, and while it may be useful for certain analyses, it is not specifically a type commonly provided directly by exchanges. Quantitative analytics involves the use of data for statistical analysis and modeling but is more of a method or set of techniques rather than a specific data type offered by exchanges.