Tick Data’s database of historical market indicator data contains 16 market internal indicators. Our market indicator data is collected from multiple sources and converged into a single, robust time series. The data is presented tick-by-tick in the frequency broadcast by the exchange.
It is important to note that each indicator is different. Some indicators update only once per minute, while others are disseminated every few seconds. While all indicator data is visually verified, due to the nature of the data, we cannot employ our proprietary, automated filtering techniques to clean the data algorithmically.
All Orders Include TickWrite Software
With each order of futures, cash index, market indicator, or equity data, we include our data management software, TickWrite 7. This powerful utility enables users to create ASCII files custom-tailored to their needs. TickWrite 7 can construct time intervals of any granularity, generate continuous futures files, and adjust for rollover gaps. It outputs data in ASCII format, readable by virtually any analysis software. Download TickWrite 7 Demo with Sample Data.
Currently Available Market Indicator Data
| Description | Symbol | Start Date | End Date | Exchange |
| CBOE Volatility (VIX) | IAP | Jul-03 | Present | CBOE |
| NASDAQ Adv Issues | IAL | Jul-03 | Present | NASDAQ |
| NASDAQ Dec Issues | IAM | Jul-03 | Present | NASDAQ |
| NASDAQ Down Volume | IAK | Jul-03 | Present | NASDAQ |
| NASDAQ TICK | IAN | Jul-03 | Present | NASDAQ |
| NASDAQ Up Volume | IAJ | Jul-03 | Present | NASDAQ |
| NASDAQ Volatility | IAQ | Jul-03 | Present | NASDAQ |
| NASDAQ Volume | IAO | Jul-03 | Present | NASDAQ |
| NYSE Comp Down Volume | IAI | Jul-03 | Present | NYSE |
| Dow Jones TICK | IAH | Jul-03 | Present | NYSE |
| NYSE Adv Issues | IAB | Jul-03 | Present | NYSE |
| NYSE Dec Issues | IAC | Jul-03 | Present | NYSE |
| NYSE TICK | IAD | Jul-03 | Present | NYSE |
| NYSE TRIN | IAE | Jul-03 | Present | NYSE |
| NYSE Up Volume | IAA | Jul-03 | Present | NYSE |
| NYSE Volume | IAF | Jul-03 | Present | NYSE |
Questions? Please contact us.
