Global Historical Data Solutions

Time Series Builder Software

Provided for FREE when you order options data, the Time Series Builder (TSB) allows users to extract options data into custom ASCII (text) files, converting as-traded data into time series (a.k.a. "mapped"), adjusted research-ready data.  The TSB can used via its graphical user interface (GUI) or its command line interface, and gives users a quick and easy way to access even our largest data sets.

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:

Today’s Citigroup (ticker: C) consists of symbols C, CCI, TRV, and PA. As-traded data for Citigroup would include separate files for C, CCI, TRV, and PA. We deliver as-traded data in zipped ASCII files by symbol, with one file per symbol per day. With the as-traded data we include our TSB software that enables you to convert the as-traded data into time series data. The TSB includes a graphical user interface (GUI) and command line (i.e. MS-DOS) functionality, which is useful if you wish to schedule jobs to run at a regular interval or to run a job from a batch file or other program. The TSB fully integrates our proprietary symbol and CUSIP/identifier maps, and other related corporate action databases, so that you may output ASCII files of time series data.

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.

View a screen shot of Time Series Builder

Download Time Series Builder Demo with Sample Data

Related Links

• Options Data
• Equities Data

Questions?  Please contact us.