HISTORICAL TICK DATA - TickWrite, Time Series Builder, Survivorship Bias, and Security Master!
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Data Tools

Managing market data has always been a challenge for traders and analysts. Tick Data’s purpose since inception has been to provide the trading community with solutions to these challenges. The enormous volumes of data broadcast today, along with advancements in trading technologies, have only exacerbated the difficulties associated with handling large volumes of data.

With over 20 years of experience, Tick Data continues to help the financial community face these new challenges with data management tools designed for the world of high-frequency trading. Issues of data quality, database management, and survivorship bias plague modern analysts. In addition to our historical market data products, Tick Data is pleased to announce the availability of these new data tools:

  • TickWrite 7 – for use with futures, cash index, market indicator and equity data, this software enables users to construct time intervals of any granularity, generate continuous futures files, adjust for rollover gaps, and output data to ASCII formats. TickWrite 7 is available for Microsoft Windows© or Linux©. Download TickWrite 7 Demo
  • Time Series Builder (TSB) – for use with options data, this software allows users to construct time intervals of any granularity (e.g. x-ticks per bar, y-minutes per bar, etc.), and extract options data into custom ASCII (text) files, converting as-traded data into time series, adjusted research-ready data. Time Series Builder is available for Microsoft Windows© or Linux©. Download Time Series Builder Demo
  • Survivorship Bias-Free Data – a bonus to our US Equities and US Options products when you order data for all available symbols, we include symbols that were components of the Russell 3000 at some point since January 1, 1993, but are no longer traded due to corporate actions and/or bankruptcies. 
  • Time Series Tools – now you may order Tick Data’s proprietary corporate actions
    and Ticker Mapping information as stand-alone data sets. So if you have equity or
    options data from various sources (e.g. from Tick Data, or another source) from which
    you want to build a time series, we can help. We offer two (2) ways you may access the
    information:
    • Security Master Library – The Security Master Library (SML) is a tool designed to
      help clients map historical symbols and identifiers (e.g. CUSIPs, ISINs) to current symbol identifiers. You can input a symbol, Tick Data ID or CUSIP/ISIN and a date, and the SML will return the symbol or Tick Data ID as of that date. The SML includes both GUI and Command Line access to our proprietary Ticker Mapping database. You may choose a Microsoft Windows© or Linux© version.
    • Corporate Actions & Ticker Mapping – If you prefer, you may receive our proprietary time series corporate actions (e.g. stock splits, stock dividends) and Ticker Mapping (e.g. symbol changes, exchange hops, etc.) in a .CSV file. 

Questions?  Please contact us.