Tick Data Features

Data Delivery Overview

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.

An important contributor to our data’s versatility is our range of Data Delivery options. Data Delivery is not merely the medium we use to send data to clients (i.e. 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

Research-Ready Data
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. 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.

From the market to your model, research-ready data saves you time and money.

TickWrite®, 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. TickWrite® is available in three versions:

  • TickWrite® 7, installed on your Windows or Linux PC or server
  • TickWrite Web®, browser-based and available anywhere on any desktop or mobile platform
  • TickAPI®, an on-demand web service that harnesses the power of TickWrite® (note: separate license required for TickAPI)

Which version is right for you? Read on to learn more:

TickWrite 7

For users who work with large quantities of data at a time or create numerous time series files, TickWrite® 7 is the preferred choice. Available for Windows or Linux, TickWrite® 7 is installed on your infrastructure along with its source, or Deep History, files. Deep History files are zipped ASCII files each containing a single symbol for a single day (one stock, one futures contract month, one component of an option chain, etc.). All versions of TickWrite® read these files, but with TickWrite® 7, the files are stored in your infrastructure or . This allows for faster creation of custom-formatted time series files, but requires additional storage for the Deep History data compared to the other versions of TickWrite®.

TickWrite® 7 also has a Scheduler function that allows it to run as a service in the background and automatically download updates (subscription required). This makes TickWrite® 7 a popular choice for clients who subscribe to our Daily Update service.

• Available for Windows® or Linux®
• Runs on a workstation, server, or in the Cloud (i.e. on an EC2 instance in AWS)
• For larger orders, can connect directly to Tick Data’s Deep History in S3 data via TickGateway
• Intuitive GUI and command line interfaces for maximum ease-of-use and versatility
• Convert as-traded source data into mapped time series files
• Write out equity data un-adjusted or adjust for corporate actions (splits, dividends, spinoffs)
• Construct bar intervals (e.g. x-tick, x-second, or x-minute bars)
• Generate continuous futures contracts and adjust for rollover gaps
• Filter output based on specific criteria
• Custom-format output files (i.e. dates, times, time zones, delimiters, etc.)
• Automate the download of Data Updates (subscription required)

Please click here to demo TickWrite 7


Please click here to download TickWrite 7

TickWrite Web®

Featuring an updated, step-by-step User Interface and in-app purchasing, browser-based TickWrite Web® is the most convenient and versatile TickWrite® we have ever offered. TickWrite Web® offers almost every feature available in TickWrite® 7, without the need to store source files or install software.

TickWrite Web® is ideal for Mac users, clients in large institutions that cannot install 3rd-party software, and for enterprise clients with many users.

• Browser-based time series building tool works on all desktop platforms, including Mac
• Can be run from mobile devices
• Allows users to make new data purchases and write out custom output files at the same time
• Map as-traded data into time series files
• Write out and adjust equities for corporate actions (splits, dividends, spinoffs)
• Construct bar intervals (e.g. x-tick, x-second, or x-minute bars)
• Generate continuous futures contracts
• Adjust for rollover gaps
• Custom-format output files (i.e. dates, times, time zones, delimiters, etc.)
• Download the resulting data in a delimited text file


TickAPI® allows users to programmatically request data with all of the formatting and time series building features of TickWrite®. We host the data and software in Amazon Web Services (AWS), and users send on-demand requests, with a monthly bill for data usage.

  • Fully-featured API accepts programmatic data requests to hosted TickWrite®
  • Harness the mapping and time series building power of TickWrite via web service
  • Only download the data you need, when you need it
  • Supports all of Tick Data’s equity, futures, forex, cash index, and market indicator datasets
  • Receive custom-formatted data in a stream or download files
  • No software installation required
  • Request data from virtually any programming language or analytics platform (OneTick®, Python, Java®, .Net, C++, PHP, R, MATLAB®, MongoDB®, etc.)
  • RESTful architecture
  • One-year subscription term, pay monthly for data requests (subject to minimum and annual Delivery Support Fee)
  • Data is licensed under ‘leased’ data model; active subscription required for data use

TickAPI® allows two types of requests:

/Stream requests allow users to stream custom-formatted time series data for a single symbol back to the screen or directly into models or analytics.

/Download requests allow users to request time series data for multiple symbols or files. The resulting price and/or corporate actions files are made available for download via emailed link.


TickAPI® Pricing

Access to TickAPI requires a one-year minimum commitment and a minimum monthly charge of $250.

Pricing is calculated monthly by multiplying the number of unique months requested (“Symbol Months”) by the fee per Symbol Month in each tier (shown below) up to the total, plus a $.03 per request fee (annual $250 Delivery Support Fee and sales tax additional). If the total spend in a billing cycle is less than the $250 minimum, the account is charged the minimum.

For example, if a user makes one request for 3 years of data on 20 equities (3*20*12=720 Symbol Months), they will pay $2.33 * 600 Symbol Months + $2.00 * 120 Symbol Months = $1,638 plus a single $.03 request fee = $1,638.03 (plus applicable sales tax). If the user makes any additional TickAPI calls for symbols and dates they already requested during the same billing period, they are not charged again for the data; only $.03 per request. Flat-rate pricing is also available.

Fee Schedule: Global Equity Data

TierUnique Symbol MonthsFee per Symbol Month
11 – 600$2.33
2601 – 1,200$2.00
31,201 – 3,000$1.33
43,001 – 6,000$1.00
56,001 – 12,000$0.67
612,001 – 30,000$0.53
730,001 – 60,000$0.47
860,001 – 120,000$0.29
9120,001 – 300,000$0.23
10300,001 – 600,000$0.20

Fee Schedule: Global Futures, Index, and FX Data

 TierUnique Symbol MonthsFee per Symbol Month
11 – 60$2.00
261 – 180$0.70
3181 – 360$0.48
4361 – 720$0.44
5721 – 1,080$0.42
61,081 – 1,800$0.38
71,801 – 2,880$0.34
82,881 – 3,960$0.32
93,961 – 5,040$0.28
105,041 – 6,120$0.26

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