Global Historical Data Solutions

Time Series Builder Software

Provided for FREE when you order our "as-traded" tick-by-tick Equities Data or Options Data, the Time Series Builder (TSB) allows users to extract equity and options data into custom ASCII (text) files, converting As-Traded data into 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.

Mapped vs. As-Traded Data

In order to understand the benefits of the TSB, we must first discuss Mapped versus As-Traded data.  We here at Tick Data define Mapped data as data presented in the form of a time series that reflects all corporate actions required to assemble a collection of ‘As-Traded’ symbols into a single symbol.

For example, to build a 15-year time series of Citibank data requires the aggregation of symbols C, CCI, TRV and PA (i.e. C = C + CCI + TRV + PA).  Mapped data for Citibank would be delivered as a single file where the file would contain data for these symbols with adjustments made for the terms of various mergers.  A client receiving Mapped data does not need third-party corporate action databases to support the data delivered by Tick Data.  The data is ready to be used immediately upon receipt.  However, the client is also unaware of the mappings that were applied to build the time series. 

Unmapped data is data delivered in an ‘As-Traded’ symbol format.  In the Citibank example above, Tick Data would deliver separate files for C, CCI, TRV, and PA.  It is then the client’s responsibility to assemble the ‘As-Traded’ symbols into a time series using their own or a third-party corporate action database.

View a screen shot of Time Series Builder

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.  The TSB is actually the tool Tick Data uses internally to extract data for clients requesting Mapped data.

Download Time Series Builder Demo with Sample Data

Related Links

• As-Traded vs. Mapped Data
• Equities Data
• Options Data

Questions?  Please contact us.