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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 TickerMappingsm
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.
- COMING SOON – equity
data from the Australian Stock Exchange, Korean Stock Exchange,
Taiwan Stock Exchange, and Hong Kong Stock Exchange.
- Options – all equity options reported
by the Options Price Reporting Authority (OPRA) from July 1, 2004.
- Global Futures – trade data for
over ninety (90) futures symbols from exchanges in the USA and the
Americas, Europe, and Asia as far back as 1974.
- Cash Indices – data for thirteen
(13) 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 – software enables
users to construct time intervals of any granularity, generate continuous
futures files, adjust for rollover gaps, and write data to a wide
variety of ASCII formats.
- Time Series Builder –
software allows users to construct time intervals of any granularity
(e.g. x-ticks per bar, y-minutes per bar, etc.), and extract equity
and options data into custom ASCII (text) files, converting As-Traded
data into Mapped, adjusted research-ready data.
- Survivorship Bias-Free Database
– An add-on to our US Equities and US Options products, a database
of 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.
- Security Master Library –
An add-on to our global Equities and Options products, provides both
a GUI-based and API access to our proprietary Ticker Mapping database.
Questions? Please contact
us.
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