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Historical
Intraday Data
Tick Data provides clean, ready-to-use historical intraday time series
data for the world’s equities, futures and options markets. We
apply all corporate actions (e.g. splits, dividends) and Ticker Mapping
information (e.g. symbol changes, exchange hops) to the data. The result
is structured, validated tick-by-tick data that is ready-to-use upon
delivery.
Our current data sets include:
- Equities – trade and quote data
with Ticker Mapping and corporate actions for:
- US Equities – all NYSE, AMEX, NASDAQ, and regional issues
from
January 1, 1993.
- Toronto Equities – all listed equities on the Toronto
Stock Exchange from
January 1, 2001.
- London Equities – all listed equities on the London Stock
Exchange from
January 1, 2000.
- Deutsche Boerse Equities – all listed equities on the
Deutsche Boerse from January 1, 2003.
- Borsa Italiana Equities – all listed equities on the Borsa
Italiana from
January 1, 2004.
- Euronext Equities – all listed equities on Euronext from
as early as April 1, 2002.
- Madrid Equities – all listed equities on the Bolsa de
Madrid from
December 1, 2004.
- Japan Equities – all listed equities on the Tokyo Stock
Exchange, Osaka Stock Exchange, Nagoya Stock Exchange, Fukuoka
Stock Exchange, Sapporo Stock Exchange and Hercules Market from
January 6, 2003.
- Options – all equity options reported
by the Options Price Reporting Authority (OPRA) from July 1, 2004.
- Futures – trade data for ninety-seven
(97) futures symbols from exchanges in the USA and the Americas, Europe,
and Asia as far back as 1974.
- Cash Indices – data for fifty-five
(55) cash indices as far back as 1983.
- Market Indicators
– data for sixteen (16) equity market internal indicators as
far back as 2003.
- Data Update Subscription –
once you have ordered, keep your data sets up-to-date.
Data Tools
In addition to our historical data sets, we also provide software tools
to help you manage the data:
- TickWrite 7 – software included
with all orders for futures, cash index, market indicator and equity
data that enables users to convert as-traded data into time series
data in ASCII format. Construct bar intervals of any granularity,
generate continuous futures files, adjust for futures rollover gaps,
and schedule daily update downloads to keep your data current.
- Time Series Builder –software
included with all orders for options data that allows users to construct
bar intervals of any granularity (e.g. tick-by-tick, x-ticks per bar,
y-minutes per bar, etc.), and convert as-traded options data into
time series data files in ASCII format.
- Survivorship Bias-Free Database
– an added value when you order all available symbols for our
US Equities and US Options products, our proprietary Survivorship
Bias-Free data sets contain all US stocks that were components of
the Russell 3000 at some point since January 1, 1993, but are no longer
traded due to corporate actions and/or bankruptcies. So you receive
both active and inactive (“dead”) companies, thus eliminating
Survivorship Bias from your analysis.
- Time Series Tools –
now you may order Tick Data’s proprietary corporate actions
and Ticker Mapping information as stand-alone data sets. So if you
have equity or
options data from various sources (e.g. from Tick Data, or another
source) from which
you want to build a time series, we can help.
Questions? Please contact
us.
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