Global Historical Data Solutions

Equities Data - Frequently Asked Questions (FAQ)

In what format does the equity data come?

We deliver our Tick Equity Data (TED) and One-Minute Equity Data (OMED) in compressed ASCII format with our TickWrite 7 software that allows you to convert the as-traded data files into time series (a.k.a. "mapped"), adjusted research-ready data. The output files of time series data from TickWrite 7 are also in ASCII format. Note that the compressed as-traded data files can be unzipped using either Microsoft Windows© or a third-party application like WinZip©, but once the data is unzipped, the resulting ASCII files can be used with any OS.

How can I receive data updates?

After you place a data order, please email us at sales@tickdata.com or by phone at +1.703.757.1370 to order your Data Update Subscription.

What software can I use to analyze Tick Data?

Virtually any software that can import intraday data in ASCII format can read our data (e.g. Microsoft Excel, etc.).

In what time zone is the data?

All of our data is delivered in the time zone of the instrument's exchange.

Do I need Windows to use Tick Data?

Data delivered in compressed ASCII format must be unzipped using either using Windows or a third-party application like WinZip, but once the data is unzipped, the resulting ASCII files can be used with any OS.

What information is contained in a basic Tick Equity Data (TED) file?

For complete details on the fields and values contained in any of our Tick Equity Data (TED) files, please go to Downloads and click on the File Format Guide for the equity data set in which you are interested.

What information is contained in a basic One-Minute Equity Data (OMED) file?

The default One-Minute Equity Data (OMED) data files contain seven (7) fields of data:

1. Date
2. Time
3. Open
4. High
5. Low
6. Close
7. Volume

Does the equity data contain trade volume information?

Yes, our Tick Equity Data (TED) or One-Minute Equity Data (OMED) trade files provide volume for all trades executed in a given interval.

Does Tick Data have data for ETFs (e.g. SPY, DIA, QQQQ, etc.)?

Yes, our equity data sets include ETFs.

How is my data delivered?

We prefer to deliver all of our data via download. However, the size of the data files (especially for tick data) may be too large for download. In such cases, data will be delivered on external USB® or FireWire® hard drive boxes. A shipping & handling (S&H) fee may apply, along with a hard drive fee. If you return the hard drive to Tick Data within 30 days of your order, we will refund you 100% of the hard drive fee.

Is the equity data clean? What if I find a problem with my data?

Tick Data works very diligently to ensure the data is as clean and robust as possible.  However, no data set is perfect.  If you find any questionable anomalies, please contact our Support Desk.  We will make every attempt to fix the problem.

How does Tick Data determine the NBBO for its US Equities data set?

Please see "Deriving the NBBO from TAQ Level 1 Quotes" for a detailed explanation of how we determine the NBBO for our US Equities data.

Related Links

• Equities Data
• TickWrite 7 Software
• Time Series Builder (TSB) Software
• Data Update Subscription
• Survivorship Bias-Free Database
• Security Master Library

Questions?  Please contact us.