Adapting data to meet the needs of the industries
Today, financial market participants have more choices of what to trade, where to trade, and how to trade than at any point in Tick Data’s 30-year history.
We remain the industry leader, because we constantly adapt our data offering, our support information, and the tools we provide to meet the needs of the industry.
Data Delivery Options
Today, financial market participants have more choices of what to trade, where to trade, and how to trade than at any point in Tick Data’s 35+ year history. We remain the industry leader because we constantly adapt our product offering to meet the needs of the industry.
An important contributor to our data’s versatility is our range of Data Delivery options. Data Delivery is not merely the medium by which we send data to clients (i.e. shipped external hard drives or internet download); it is what the clients receive once they place an order.
To organizations with complete reference and corporate actions data, we can deliver as-traded data in flat ASCII files that are simple to load into any database schema. However, the majority of our clients need more. To them, we provide the data with tools and information that make our data research-ready.
Click here for a detailed guide to Tick Data delivery options
Tick Data understands the challenges associated with collecting, formatting, maintaining, and updating historical intraday data. In the financial world, traders, analysts, and academic researchers cannot afford to spend time preparing data for analysis.
That’s why we don’t just offer historical data; we offer historical data solutions.
Simply providing historical data in pre-formatted files is not the same as providing research-ready data. From the market to your model, research-ready data saves you time and money.
Without the ability to build continuous files of futures data, a trader can only test trading systems on a few weeks or months of data at a time.
Without the ability to map historical equity data for symbol changes that occur regularly in global markets, a quantitative analyst has hard drives of files with meaningless names.
Without the ability to custom-format dates and times, select and order fields, and output data with the proper delimiter, professors at Universities around the world add hours to the process of writing research papers.
Now Available Everywhere
Our answer to these challenges is TickWrite®. A schedulable downloader and powerful time series builder, TickWrite® is what makes our data truly research-ready to the full spectrum of market participants and analysts.
It is the culmination of everything we know about market data: symbol mapping, bar building, futures roll methods, historical session hours, symbology, corporate actions, and on and on.
Using TickWrite®, a client can custom-format vast quantities of historical intraday data and download it to their analytics or model in a matter of minutes.