HISTORICAL TICK DATA - TickWrite, Time Series Builder, Survivorship Bias, Security Master, Corporate Actions, and Ticker Mapping!
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Time Series Tools

Over the years Tick Data has built up a very broad and deep database of events (e.g. stock splits, stock dividends, cash dividends, symbol changes, CUSIP/ISIN changes, exchange hops) that are critical when attempting to build an accurate time series. For many years we held this proprietary information, and only now can you license this vital information as a stand-alone data set. So if you have equity or options data from various sources (e.g. from Tick Data, or another source) from which you want to build a time series, we can help.

We offer two (2) ways you may access the information:

  1. Security Master Library – The Security Master Library (SML) is a tool designed to help
    clients map historical symbols and identifiers (e.g. CUSIPs, ISINs) to current symbol
    identifiers. You can input a symbol, Tick Data ID or CUSIP/ISIN and a date, and the SML
    will return the symbol or Tick Data ID as of that date. The SML includes both GUI and
    Command Line access to our proprietary Ticker Mapping database. You may choose a
    Microsoft Windows© or Linux© version.

  2. Corporate Actions & Ticker Mapping – If you prefer, you may receive our proprietary time series corporate actions (e.g. stock splits, stock dividends) and Ticker Mapping (e.g. symbol changes, exchange hops, etc.) in a .CSV file. You can specify a symbol list and date range for historical information, or receive daily updates via FTP download.

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Questions?  Please contact us.