- In what format does the equity data come?
We deliver our Tick Equity Data (TED) and One-Minute Equity Data (OMED) in compressed ASCII files with TickWrite 7 data management software. It allows clients to convert “as-traded” source data files into “mapped”, research-ready time series data files. These “mapped” output files are also in ASCII format, and the software provides many formatting options.
- Do I need Windows to use Tick Data?
Data updates, order downloads, and time series building require the use of TickWrite 7, which is available for Windows or Linux. However, since Deep History (source) data files comprise of compressed ASCII files that can be unzipped using a third-party application such as WinZip, the source files (organized by symbol by day) can be viewed in any OS. This is especially useful for clients who plan to database the data and generate their own time series.
- How can I receive data updates?
During the order process, you can subscribe to daily updates for the symbols you order. You have the choice of subscribing for six months, one year, or two years (longer subscriptions are discounted).
- What software can I use to analyze Tick Data?
Virtually any software that can import intraday data in ASCII format can read our data (e.g. Microsoft Excel, etc.).
- In what time zone is the data?
All of our data is delivered in the time zone of the instrument’s exchange, and TickWrite allows users to output the data in GMT or in the user’s local time (the time zone set on their PC).
- What information is contained in a basic Tick Equity Data (TED) file?
For complete details on the fields and values contained in any of our Tick Equity Data (TED) files, please see Equity Data Support and click on the File Format Guide for the desired equity data set.
- What information is contained in a basic One-Minute Equity Data (OMED) file?
The default One-Minute Equity Data (OMED) data files contain seven (7) fields of data:
- Date
- Time
- Open
- High
- Low
- Close
- Volume
- Does the equity data contain trade volume information?
Yes, our Tick Equity Data (TED) and One-Minute Equity Data (OMED) files provide volume for all trades executed in a given tick or interval.
- Does Tick Data have data for ETFs (e.g. SPY, DIA, QQQQ, etc.)?
Yes, our U.S. equity data set includes ETFs.
- How is my data delivered?
The online store can deliver orders up to 3 gigabytes in size electronically. Orders that are too large for download will be delivered on DVDs or external USB® or FireWire® hard drive boxes (if the order is larger than 20 gigabytes). A shipping & handling (S&H) fee will be applied, along with a refundable hard drive deposit. If you return the hard drive to Tick Data within 30 days of your order, we will refund you 100% of the deposit.
- Is the equity data clean? What if I find a problem with my data?
Tick Data works very diligently to ensure the data is as clean and robust as possible. However, no data set is perfect. If you find any questionable anomalies, please contact our Support Desk. We will make every attempt to fix the problem.
- How does Tick Data determine the National Best Bid/Best Offer (NBBO) for its U.S. Equities data set?
Please see our white paper entitled, Deriving the NBBO from TAQ Level I Quotes for a detailed explanation of how we determine the NBBO for our U.S. Equities data.
Questions? Please contact us.
