Cash Indices

Our cash index data is presented tick-by-tick, and currently contains 60+ equity indices from around the world (see list of available cash indices).

Cash Indices Resources

Sample Data

Sample Data Download a sample of our data to see exactly what you’d receive when you order.

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File Format Guide

File Format Guides See technical specs of the fields and values included in each of our data sets.

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Data Delivery Options

Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).

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Cash Index Data Pricing

Trades for over 60 cash indices
Available Dates: As far back as Feb-1-1983 to Present
All prices are in USD

Questions?
See Pricing Information below for more details on how our pricing works.
You Store the Data Tick Data Hosts the Data
Includes TickWrite® for Windows® or Linux® Using TickWrite On-Demand® Using TickAPI®
$85 API Fee per Month
PER SYMBOL-YEAR PER SYMBOL-YEAR PER SYMBOL-MONTH UNIT
Trades Trades Trades
Per Symbol-Year $125 $125
PICK 15 (save 49%) $63.33 $63.33
PICK 30 (save 65%) $43.33 $43.33
Complete Symbol History $750 $750
12 Months of Updates $125 $125
1st API Request $10.40
Each Add’l API Request $0.21
ALL SYMBOLS* ALL SYMBOLS*
Trades Trades
Complete Cash Index & Futures Trades Data Set (through order date) $16,500 $16,500
1 Year $3,000 $3,000
12 Months of Updates $3,000 $3,000

* Includes complete Cash Indices and Futures Trades data sets.

Pricing Information

Per Symbol-Year
Rates are for 1 year of data for 1 symbol. Minimum order amount is $250 for Trades & Minute Trades, and $990 for Quotes & Trades.

Per Symbol-Month Unit
A Symbol-Month Unit is a request for any number of days within the calendar month for a symbol. For example, if you request data for ABC from Jan-1-2014 through Jan-15-2014, that is one Symbol-Month Unit and you’d be charged the 1st Request fee. If you ever request data for ABC for any other day(s) in Jan 2014, you’d be charged the Each Add’l Request fee.

Pick 15 Discount
Discount for ordering any combination of 15 Symbol-Years (e.g. 5 indices x 3 years)

Pick 30 Discount
Discount for ordering any combination of 30 Symbol-Years (e.g. 15 pairs x 2 years)

Complete Symbol History
Discount for ordering all available history we have for a particular underlying symbol.

All Symbols
Includes both active & inactive symbols.

Complete Data Set
Applies to the complete data set up to your order date.

1st API Request
1st API Request fees are capped whereby once a User requests 500 symbols for a particular Data Set, Trading Month, and Granularity (Quotes, Trades or Minute Trades), each subsequent 1st API Request for that Data Set, Trading Month, and Granularity is FREE.

For example, if a User makes 1st API Requests for Quotes for 500 USA equity symbols in the Trading Month of Jan 2014, the 1st API Request fees would be $1,200 USD (e.g. 500 USA equity symbols x 1 trading month x 1st API Request fee of $2.50 USD = $1,200 USD). If the User then makes 1st API Requests for Quotes for any other USA equity symbols in the Trading Month of Jan 2014, those subsequent 1st API Request fees would be FREE.


Available Cash Indices

Our Data Collection Process

Tick Data strongly believes that one cannot rely on a single data feed collected in real-time to build a complete, error-free archive of data for research purposes. Systems fail and back-up routines do not always ensure an uninterrupted data stream. Likewise, transmission platforms, such as the Internet or dedicated digital lines, are not 100% reliable, resulting in lost data packets and gaps.

So we base our cash index data on archives built using a primary, secondary and tertiary data collection infrastructure. Having three (3) isolated, redundant, geographically diverse archives means real-time data transmission errors and omissions are not a factor in our data collection. This proprietary data archival system compares the three archives to create a single, robust data series for each symbol, ensuring that any problems that may occur in one data archive do not make their way into our data sets.

Data Set Generation and Filtering

Despite all of the care we take in obtaining our raw tick-by-tick data, omissions and errors persist even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data. Tick Data adds significant value to the data we offer through extensive data cleaning and verification. Algorithmic data filters are employed to identify bad prints, decimal errors, transposition errors, and other data irregularities. These filters take advantage of the fact that since we are not producing data in real-time, we have the ability to look at the tick following a suspected bad tick before we decide whether or not the tick is valid. We have developed a number of filters that identify a suspect tick and hold it until the following tick confirms its validity. The filters are proprietary, and are based upon recent tick volatility, moving standard deviation windows, and time of day.

It is important to note that each cash index is different. Some indices update only once per minute, while others are disseminated every few seconds. While all of our cash index data is visually verified, due to the nature of the data, we cannot employ our proprietary, automated filtering techniques to clean the data algorithmically.