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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 now 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®

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 locally in your infrastructure. 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®
• Intuitive GUI and command line interface for maximum ease-of-use and versatility
• 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
• 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®

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 data in a stream or via download
  • No software installation required
  • Request data from virtually any programming language or analytics platform (OneTick®, Java®, .Net, C++, PHP, R, MATLAB®, MongoDB®, etc.)
  • RESTful architecture
  • One-year subscription term, pay monthly for data requests (subject to minimum)
  • Follows ‘rental’ data license model; active subscription required for data use (upon cancellation, client must purge downloaded data)

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 symbols requested by the number of months requested (“Symbol Months”), plus a $.03 per request fee. For example, a user requesting IBM trades occurring in Oct. 2015, and making additional trade, Level I quote, NBBO quote, or bar data calls for IBM in Oct. 2015 during the same billing period is charged for only one Symbol Month plus $.03 per request.
 


Contact us about TickAPI


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Fee Schedule: Global Equity Data

Tier Unique Symbol Months Fee per Symbol Month
1 1 – 600 $2.33
2 601 – 1,200 $2.00
3 1,201 – 3,000 $1.33
4 3,001 – 6,000 $1.00
5 6,001 – 12,000 $0.67
6 12,001 – 30,000 $0.53
7 30,001 – 60,000 $0.47
8 60,001 – 120,000 $0.29
9 120,001 – 300,000 $0.23
10 300,001 – 600,000 $0.20

 
Fee Schedule: Global Futures, Index, and FX Data

 Tier Unique Symbol Months Fee per Symbol Month
1 1 – 60 $2.00
2 61 – 180 $0.70
3 181 – 360 $0.48
4 361 – 720 $0.44
5 721 – 1,080 $0.42
6 1,081 – 1,800 $0.38
7 1,801 – 2,880 $0.34
8 2,881 – 3,960 $0.32
9 3,961 – 5,040 $0.28
10 5,041 – 6,120 $0.26
Questions? Contact Us