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Global Historical Data Solutions |
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Series Builder Software How the TSB Works The TSB sits on top of our as-traded files and integrates our symbol and CUSIP map, stock split, and cash dividends databases. The TSB enables users to extract data to ASCII specifying custom symbol sets and date ranges, build bars, split adjust data, and other related features. As-Traded vs. Time Series Data In order to understand the benefits of the TSB, we must discuss as-traded versus time series data. When you order options data from us, you receive "raw", as-traded data, along with our TSB software that enables you to convert the as-traded data into time series data. Here is a brief description of the differences between as-traded and time series data using Citigroup (ticker: C) as an example:
Time series (a.k.a. "mapped") data refers to a company whose history has been linked for various corporate action events, namely mergers and symbol changes. For example, time series data for Citigroup would consist of a single file adjusted for all merger terms and would include data from 1993 to the present. Note that no reference data is provided to reveal what events were linked to map symbols. The TSB outputs time series data in zipped ASCII files named by symbol or Tick Data symbol ID, one file per equity symbol, mapped as of the order date.
Download Time Series Builder Demo with Sample Data Related Links Questions? Please contact us. |
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