Hisorical Intraday Market Data
Tick Data provides research-ready historical intraday time series data for the world’s equities, futures and options markets. We start with clean, robust data and incorporate our comprehensive corporate actions and Ticker Mapping information (e.g. splits, dividends, symbol changes, mergers, acquisitions, etc.). Using our TickWrite 7 data management software, included with every order, clients have complete control over the data they need to develop, test, and optimize trading models. The result is institutional-grade tick-by-tick time series data that is ready-to-use upon delivery.
Our current data sets include:
- Equities – Trade and Level I quote data for:
- U.S. Equities – all listed NYSE, AMEX, NASDAQ equities, including trading on regional exchanges from January 1, 1993.
- Toronto Equities – all listed equities on the Toronto Stock Exchange from January 1, 2001.
- London Equities – all listed equities on the London Stock Exchange from January 1, 2000.
- German Equities – all listed equities on the Deutsche Boerse from January 1, 2003.
- Italian Equities – all listed equities on the Borsa Italiana from January 1, 2004.
- Euronext Equities – all listed equities on the four exchanges of Euronext from as early as April 1, 2002.
- Madrid Equities– all listed equities on the Bolsa de Madrid from December 1, 2004.
- Brazil Equities – all listed equities on the Brazilian BM&F Bovespa from May 7, 2008.
- Mexican Equities – all listed equities on the Bolsa Mexicana de Valores (BMV) from May 7, 2008.
- Japan Equities – all listed equities on the Tokyo Stock Exchange, Osaka Stock Exchange, Fukuoka Stock Exchange, Sapporo Stock Exchange and Hercules Market from October 1, 2008.
- Australian Equities – all listed equities on the Australian ASX from May 7, 2008.
- Hong Kong Equities – all listed equities on the Hong Kong Exchange (HKEx) from May 13, 2008.
- Korean Equities – all listed equities on the Korea Exchange (KRX) from May 7, 2008.
- Options – All U.S. equity and index options reported by the Options Price Reporting Authority (OPRA) from July 2, 2004.
- Futures – Trade and Level I Quote data for over 95 futures symbols from exchanges in the USA and the Americas, Europe, and Asia as far back as 1974.
- Cash Indices – Data for 55 cash indices as far back as 1983.
- Market Indicators – Data for 16 equity market internal indicators as far back as 2003.
- Data Update Subscription – Keep data sets up-to-date with automatic daily updates.
In order to maximize the versatility and usefulness of our historical data sets, we also provide software tools to help you manage the data. For more details, please see Data Tools.
- TickWrite 7 – Software included with all data orders that enables users to convert as-traded data into time series data in ASCII format. Construct bar intervals of any granularity, generate continuous futures files, adjust for futures rollover gaps, and schedule daily update downloads to keep your data current.
- Portfolio Building Tools – The Company Info/Ticker Mapping (CITM) data set was designed to help clients map current symbols and identifiers (e.g. CUSIPs, ISINs) to historical symbol identifiers. Providing access to the historical symbol map used by TickWrite 7 (encrypted for use with the software), this tool can be used to build survivor bias-free historical portfolios for testing.
Questions? Please contact us.