HISTORICAL TICK DATA – Historical tick data for market indicators, CBOE Volatility, NYSE Advancers Decliners, NASDAQ Advancers Decliners, NYSE TRIN, and NYSE Volume!
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Market Indicator Data

Tick Data's database of historical market indicator data contains sixteen (16) market internal indicators.  Our market indicator data is collected from multiple sources and converged into a single, robust time series.  The data is presented tick-by-tick in the frequency broadcast by the exchange.  

It is important to note that each indicator is different.  Some indicators update only once per minute, while others are disseminated every few seconds.  While all indicator data is visually verified, due to the nature of the data, we cannot employ our proprietary, automated filtering techniques to clean the data algorithmically. 

All Orders Include TickWrite Software

With each order for futures, cash index, market indicator or one-minute equity data, we include our database management software, TickWrite, which enables users to create ASCII files custom-tailored to their needs.  TickWrite can construct time intervals of any granularity, generate continuous futures files, and adjust for rollover gaps.  It writes data to a wide variety of ASCII formats, readable by virtually any analysis software, including TradeStation, Excel, MetaStock, and Aspen Graphics. Download TickWrite Demo

Currently Available Market Indicator Data

 

Description

Symbol

Start Date

End Date

Exchange

1

CBOE Volatility (VIX)

IAP

7/2003

Present

CBOE

2

NASDAQ Adv Issues

IAL

7/2003

Present

NASDAQ

3

NASDAQ Dec Issues

IAM

7/2003

Present

NASDAQ

4

NASDAQ Down Volume

IAK

7/2003

Present

NASDAQ

5

NASDAQ TICK

IAN

7/2003

Present

NASDAQ

6

NASDAQ Up Volume

IAJ

7/2003

Present

NASDAQ

7

NASDAQ Volatility

IAQ

7/2003

Present

NASDAQ

8

NASDAQ Volume

IAO

7/2003

Present

NASDAQ

9

Dow Jones Down Volume

IAI

7/2003

Present

NYSE

10

Dow Jones TICK

IAH

7/2003

Present

NYSE

11

NYSE Adv Issues

IAB

7/2003

Present

NYSE

12

NYSE Dec Issues

IAC

7/2003

Present

NYSE

13

NYSE TICK

IAD

7/2003

Present

NYSE

14

NYSE TRIN

IAE

7/2003

Present

NYSE

15

NYSE Up Volume

IAA

7/2003

Present

NYSE

16

NYSE Volume

IAF

7/2003

Present

NYSE

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Questions?  Please contact us.