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Data Update Subscription

Once you have ordered your historical futures, cash index, equity, market indicator or options data, you can keep your data sets up-to-date by signing up for a Data Update Subscription.  Our Data Update Subscription offers you the ability to download trade and quote data. Update files are structured identically to existing data files that have been provided to you with your initial order. The most recent thirty (30) days of data will be left on our servers. Here is an overview of how and when updates are provided:

Data Set

Download Method

Download Availability
(New York time)

Futures

TickWrite 7

11:00 pm

Cash Index

TickWrite 7

11:00 pm

Market Indicator

TickWrite 7

11:00 pm

Equity - US

TickWrite 7

2:30 am

Equity - Toronto

TickWrite 7

2:00 am

Equity - London

TickWrite 7

11:30 pm

Equity - Deutsche Boerse

TickWrite 7

11:00 pm

Equity - Borsa Italiana

TickWrite 7

8:00 pm

Equity - Euronext

TickWrite 7

Trade Data = 4:00 am
Quote Data = 5:00 am

Equity - Madrid

TickWrite 7

Monthly Update, approx. 12th day of month

Equity - Japan

TickWrite 7

7:00 am

Options*

FTP or
External Drives

Trade Data = 10:00 am
Quote Data = approx. 10th day of month

* Options Quote Data is delivered on external hard drives.

Equity & Options Updates Include Ticker Mapping & Corporate Actions

Each equity and options data update includes our Ticker Mapping information, as well as corporate actions.  Corporate action files are named in the format YYYY_MM_DD_CorpAction.zip and contain the following:

  • CompanyInfo.asc -- maps files named by Tick Data’s internal ID number to current symbol, company name, and current CUSIP.
  • StockSplits.csv -- contains stock splits and stock dividends by ID.
  • CashDividends.csv -- contains cash dividends by ID.
  • Events.csv -- discloses symbol changes.  For example, assume CSCO (ID# 1900) changed its symbol to XXX.  The data file would be continue to be called 1900.zip and the CompanyInfo.asc file would map 1900 to XXX rather than CSCO. The file Events.csv would disclose the event in the form of "1900, CSCO, XXX, [effective data of symbol change]".

Corporate actions are provided on a start of next day basis.  For example, stock splits, cash dividends, and symbol changes with an effective data of 04/18/2007 will be reported in the corporate actions files delivered with April 17th’s 8:00 p.m. Collected Data and April 18th’s 2:30 a.m. Exchange Data.  This will enable you to map real-time data on the 18th to our historical data.

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Questions?  Please contact us.