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Equities Data - Frequently Asked Questions (FAQ)

blue bulletIn what format does the data come?

If you order mapped data from our Tick Equity Database (TED) or One-Minute Equity Database (OMED), the data comes to you in compressed ASCII (text) files. If you order as-traded data from our Tick Equity Database (TED), the data comes to you in our compressed, proprietary format, with software that allows you to construct time intervals of any granularity (e.g. x-ticks per bar, y-minutes per bar, etc.), and extract data into custom ASCII (text) files, converting as-traded data into mapped, adjusted research-ready data. 

blue bulletHow 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.

blue bulletWhat software can I use to analyze Tick Data?

Virtually any software that can import intraday data can read our data. Excel, TradeStation, NeuroShell, MetaStock, Aspen Graphics, VistaCharts, etc.

blue bulletWhat time zone is the data in?

Users have the choice of outputting the data in the time zone of the instrument's exchange, in GMT, or in local time (as set on the user's computer).

blue bulletDo I need Windows to use Tick Data?

The ASCII output files generated by TickWrite can be used with any OS, but TickWrite is Windows-based and must be used to read our compressed format. The Time Series Builder (TSB) is compatible with Windows and Linux.

blue bulletWhat information is contained in a basic 1-minute equity data file?

The One-Minute Equity Database (OMED) data files contain seven (7) fields of data: Date, Time, Open, High, Low, Close, and Volume.

blue bulletDoes equity data contain trade volume information?

Yes. The file provides volume for all trades executed in a given interval when the user requests it.

blue bulletHow is my data delivered?

Data will be delivered via FTP download, if possible. If data set is too large for download, data will be delivered on external USB® or FireWire® drive boxes.

blue bulletIs the data clean?

We employ several scrubbing and verification methodologies, including visual inspection, to remove or repair what we deem to be bad ticks.

blue bulletWhat 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 let us know.  We will make every attempt to fix the problem.

blue bulletDoes Tick Data have data for SPY, DIA, QQQ, and other ETFs?

Yes. We have 1-minute data for over 120 ETFs.

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Questions?  Please contact us.