Global Historical Data Solutions

Data Update Subscription

Once you have ordered your Equity, US Option (OPRA), Global Futures, Cash Index, or Market Indicator 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 obtain trade and quote data via FTP download. Update files are structured identically to existing data files that have been provided to you via your initial order. Tick Equity Data updates are available daily (Madrid Equities are available monthly). Futures, index, and indicator data is updated on a monthly basis. Tick Options Data is updated on a quarterly basis (sent on disc; not available for download).

US Equity Data: Collected vs. Exchange

Our update service for US Equity data offers the ability to download data from two different sources, collected data and exchange data. At approximately 7:00 p.m. (New York time) same day, data sourced from our ticker plant (“Collected Data”) will be available for downloading. At 6:00 a.m. the following morning data sourced from the exchange (“Exchange Data”) will be available for downloading. Both sets of data have been through our value-added processes of data filtering and symbol mapping. Once all data processing has been completed data for your symbol set will be added to your directory on our server and an email will be sent to you. You are authorized to download data from either or both sources and are encouraged to use an FTP client that synchronizes to your directory on our server. The most recent thirty (30) days of data will be left on our servers.

We recommend a best practice of using Collected Data for operations that are required to run overnight such as model re-optimization and post-trade analysis. These could also be run using the Exchange Data, provided your process can begin at roughly 5:00 a.m. and be completed by market opening. We recommend using the Exchange Data files for appending to your database of deep history used for model design and development.

Updates Include Ticker Mapping & Corporate Actions

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

• A file (CompanyInfo.asc) that maps files named by Tick Data’s internal ID number to current symbol, company name, and current CUSIP.
• A file (StockSplits.csv) that contains stock splits and stock dividends by ID.
• A file (CashDividends.csv) that contains cash dividends by ID.
• A file (Events.csv) that 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 CorpAction file delivered with April 17th’s 6:30 p.m.  Collected Data and April 18th’s 5:00 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.