Our data set includes historical intraday data for all equities listed on the Brazilian BM&F Bovespa Exchange from May 7, 2008.
Download Sample Trade and Quote Equity Data
Download the File Format Guide for Brazilian Equity Data
As-Traded vs. Time Series Data
When clients order equity data from Tick Data, they receive raw, as-traded data, along with our TickWrite 7 data management software that converts the as-traded data into time series data. Time series (or “mapped”) data is created by linking together the data for all symbols used by that corporate entity throughout its history. Note that no reference data is provided to reveal what events were linked to map symbols; the information is contained in encrypted metafiles accessible only by the software. TickWrite 7 uses this information to output time series data in ASCII files, one file per equity symbol, mapped as of the the date of the last metafile download. The time series data for a company output by TickWrite 7 consists of a single file adjusted for all symbol changes that occurred over the range of the data processed.
Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) as an example:
Today’s Citigroup (ticker: C) consists of symbols C, CCI, TRV, and PA. As-traded data for Citigroup includes separate files for C, CCI, TRV, and PA. We deliver this as-traded data in zipped ASCII files by symbol, with one file per symbol per day. If a client wanted to generate a time series data file of Citigroup data for the past 15 years, TickWrite 7 would convert the as-traded data of these various companies into a single time series file of historical Citigroup data. TickWrite 7 includes a graphical user interface (GUI) and command line (i.e. MS-DOS) functionality, which is useful if you wish to schedule jobs to run at a regular interval or to run a job from a batch file or other program.
Survivorship Bias-Free Data
An added benefit of ordering all available symbols for our U.S. Equities or U.S. Options products is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. An often ignored, but significant source of variation between theoretical and actual trading results, Survivorship Bias occurs when models are developed, tested, and optimized using only currently-traded symbols. When you order all symbols in either data set, you receive both active and inactive (no longer traded) companies, thus eliminating Survivorship Bias from your analysis. For more information, please read our Technical Paper entitled, Survivorship Bias in the Development of Equity Trading Systems.
One-Minute Equity Data (OMED)
For traders and analysts who measure frequency in minutes or hours rather than seconds or fractions of seconds, our One-minute Equity Data (OMED) is a gigabyte solution to the terabyte problem of archiving and processing tick-by-tick data. OMED includes trade data only (i.e. OMED includes no bid/ask quote data), and each one-minute interval includes Date, Time, Open, High, Low, Close, and Volume.