No. Using TickWrite, clients can build 'Daily' bars showing O,H,L,C, and V for an entire trading day, but this data is inherently different from official EOD data. Our Daily bars are built from our intraday data using the first tick of the session as our 'Open', the last tick as our 'Close', the max and min prices as our 'High' and 'Low', respectively, and the 'Volume' is a total of all trading volume for the day. The Daily bars rarely match up with the official EOD data, because EOD data may include off-exchange transactions in its total volume and the official Opens and Closes are determined in a number of different ways. Official EOD data is offered by many vendors (including our parent company, OneMarketData, LLC), who all source it from exchanges or EOD data wholesalers. Please let us know if you would like a price quote for official EOD data from our parent company.

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.

Our mission is to provide clean historical intraday data. We employ several proprietary tick filtering algorithms and verification methodologies to remove or repair what we deem to be suspect ticks. Most of our data file contain both raw and filtered prices.

Tick Data offers daily update subscriptions for all markets (limited number of options quote data symbols) that can be retrieved automatically using TickWrite 7’s Scheduler feature. Clients can subscribe to data updates in one-year terms. Learn more about data update subscriptions

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.

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 fee will be applied.

YES, our equity data sets include ETFs.

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

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

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.

All of our data is delivered in the time zone of the instrument’s exchange. For Options, that means OPRA's native time zone, U.S. Eastern Time. Forex data is also in U.S. Eastern Time. Using one of our data tools, you can output the data in any time zone.

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.