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Global Historical Data Solutions |
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Update Subscription 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:
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. Related Links Questions? Please contact us. |
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