Equities FAQ

If you have any questions about our data or software products, you can likely find the answers here amongst our FAQ, File Format Guides, and TickWrite® User Guides. However, if you cannot find the answer to your question and/or prefer to speak with one of our data experts, please contact Tick Data today.

How does Tick Data determine the National Best Bid/Best Offer (NBBO) for its USA 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 USA Equities data.

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, and we will make every attempt to fix the problem.

How is my data delivered?

Our preferred method of delivering data is via download.  However, if the data set is too large to deliver via download, we will ship your data to you on external hard drive. A shipping and 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 percent of the deposit.

Does Tick Data have data for ETFs (e.g. SPY, DIA, QQQQ, etc.)?

YES, our equity data sets include ETFs.

Does the equity data contain trade volume information?

Yes, our trade data files provide volume for all trades executed in a given tick or interval.

What information is contained in a basic One-Minute Equity Data (OMED) file?

The default One-Minute Equity Data (OMED) files contain seven (7) fields of data:
  1. Date
  2. Time
  3. Open
  4. High
  5. Low
  6. Close
  7. Volume

What information is contained in a basic Tick Equity Data (TED) file?

The information contained in each equity data file varies depending on the exchange. For complete details on the fields and values contained in any of our equity data sets, please select the corresponding File Format Guide from the Support & FAQ for Equities page.

In what time zone is the data?

All of our data is delivered in the time zone of the instrument’s exchange. Depending on which of our Data Delivery Options you use, you may output the data in the time zone of the instrument’s exchange, in GMT or in local time (as set on your computer).

What software can I use to analyze the data?

Virtually any software that can import delimited text files can read our data (e.g. OneTick©, Microsoft Excel®, NinjaTrader®, MetaTrader®, TradeStation®, MATLAB®, etc.). If you have questions about whether or not your software can analyze our data, contact us.

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 6 months, 1 year or 2 years (longer subscriptions are discounted).

Do I need Windows® to use the data?

The delimited text files (both as-traded or time series) can be used with any operating system. If you store the data in your infrastructure and use our TickWrite® data management software, TickWrite® requires Windows® or Linux®.

In what format does the equity data come?

We deliver all of our data (both as-traded and time series) in comma-delimited text files.

TickWrite Equity Support

Instructions for Processing Equity Data in TickWrite®

Instructions for creating Equity Data time series begin on page 29 of the TickWrite 7 User Guide.

Equity File Format Guides

File Format Specifications

Tick Data has developed an easy-to-read format for data provided in the time series we offer.  However, the data made available by each exchange varies.  Our File Format Guides explain the fields and codes used in trade, quote, company information, and corporate actions files for each market:

Questions? Contact Us