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Global Historical Data Solutions |
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Series Builder Software 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.
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.
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 Questions? Please contact us. |
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