| 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. |
