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Equity Data

Click Region Name on Left to Select Market.

Tel Aviv Equities Copy

All listed equities on the Tel Aviv Stock Exchange from Jul-28-2015.

Taiwan Equities

All listed Taiwan equities on the Taiwan Stock Exchange from Sep-1-2014

Shanghai Equities

All listed equities on the Shanghai Stock Exchange from Jan-26-2015.

Tel Aviv Equities

All listed equities on the Tel Aviv Stock Exchange from Jul-28-2015.

Irish Equities

All listed equities on the Irish Stock Exchange from Aug-1-2013

Taipei Equities

All listed Taipei equities on the Taipei Exchange from Jun-2-2016

Johannesburg Equities

All listed equities on the Johannesburg Stock Exchange (JSE) from Feb-2-2015

Warsaw Equities

All listed equities on the Warsaw Stock Exchange WSE from Mar-3-2014.

Vienna Equities (Wiener Börse)

All listed equities on the Vienna Stock Exchange (Wiener Börse) from Jan-2-2014.

Prague Equities

All listed equities on the Prague Stock Exchange PSE from Jan-2-2014.

Budapest Equities

All listed equities on the Budapest Stock Exchange BSE from Jan-2-2014.

Athens Equities

All listed equities on the Athens Stock Exchange (ASE) from Aug-1-2013.

Pan-Europe MTF Equities

All listed equities on the European MTFs from Oct-26-2009.

Korean Equities

All listed equities on the Korea Exchange (KRX) from May-7-2008.

Hong Kong Equities

All listed equities on the Hong Kong Exchange (HKEx) from May-13-2008.

Australian Equities

All listed equities on the Australian ASX from May-7-2008.

Japanese Equities

All listed equities on the Tokyo Stock Exchange, Osaka Stock Exchange, Fukuoka Stock Exchange, Sapporo Stock Exchange and Hercules Market from Oct-1-2008.

Oslo Equities

All listed equities on the Oslo Børs from Nov-9-2012.

OMX Nordic Equities

All listed equities on the NASDAQ OMX Nordic Exchange from Oct-21-2008.

SIX Swiss Equities

All listed equities on the SIX Swiss Exchange from Oct-17-2011.

Madrid Equities

All listed Bolsa de Madrid equities from Dec-1-2004.

Italian Equities

All listed Borsa Italiana equities from Jan-1-2004.

Euronext Equities

All listed equities on the four exchanges of Euronext from as early as Apr-1-2002.

German Equities

All listed German equities from Jan-1-2003.

London LSE Equities

All listed London Stock Exchange equities from Jan-1-2000.

Brazilian Equities

All listed equities on the Brazilian BM&F Bovespa from May-7-2008.

Mexican Equities

All listed equities on the Bolsa Mexicana de Valores (BMV) from May-7-2008.

Canadian Equities

All listed Canadian equities from Jan-1-2001.

U.S. Equities

All listed U.S. equities from Jan-1-1993.

Tel Aviv Equities

Tick Data’s historical intraday data for all Tel Aviv equities listed on the Tel Aviv Stock Exchange since Jul-28-2015 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Tel Aviv Equities data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

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Forex Historical Data

Tick Data’s historical intraday spot Forex data is available from May 1, 2008 and includes:

  • Over 2,000 spot Forex data pairs – See List of Available Pairs
  • Tick-by-tick Quote Data (bid & ask prices)
  • Pre-built One-Minute Bars (Open, High, Low, and Close for each minute interval built from Bid side of quotes)
  • Forex data from 95+ contributors (e.g. banks & other market participants) from over 80 international cities
  • Time stamped to the millisecond
  • Historical Forex data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep spot FX data current

Request More Information

Taiwan Equities

Tick Data’s historical intraday data for all Taiwan equities listed on the Taiwan Stock Exchange since Sep-1-2014 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Taiwan equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Shanghai Equities

Tick Data’s historical intraday data for all Shanghai equities listed on the Shanghai Stock Exchange since Jan-26-2015 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Shanghai equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Tel Aviv Equities

Tick Data’s historical intraday data for all Tel Aviv equities listed on the Tel Aviv Stock Exchange since Jul-28-2015 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Tel Aviv Equities data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Irish Equities

Tick Data’s historical intraday data for all Irish equities listed on the Irish Stock Exchange since Aug-1-2013 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Taipei Equities

Tick Data’s historical intraday data for all Taipei equities listed on the Taipei Exchange since Jun-2-2016 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Taipei equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Johannesburg Equities (JSE)

Tick Data’s historical intraday data for all Johannesburg equities listed on the Johannesburg Stock Exchange (JSE) since Feb-2-2015 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Johannesburg equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Warsaw Equities (WSE)

Tick Data’s historical intraday data for all equities listed on the Warsaw Stock Exchange (WSE) since Mar-3-2014 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Vienna Equities (Wiener Börse)

Tick Data’s historical intraday data for all equities listed on the Vienna Stock Exchange (Wiener Börse) since Jan-2-2014 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Prague Equities (PSE)

Tick Data’s historical intraday data for all equities listed on the Prague Stock Exchange (PSE) since Jan-2-2014 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Budapest Equities (BSE)

Tick Data’s historical intraday data for all equities listed on the Budapest Stock Exchange (BSE) since Jan-2-2014 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Athens Equities (ASE)

Tick Data’s historical intraday data for all equities listed on the Athens Stock Exchange (ASE) since Aug-1-2013 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • Data only available via leased data license (please contact sales@tickdata.com to order)

Request More Information

Calendar Information – Historical Trading Hours and Holidays

In order to provide historical intraday time series data across many asset types and markets worldwide, Tick Data must research, collect, and store historical trading session information for each market. This historical calendar information includes first/last trade dates for individual futures contracts, regular session hours for day/night sessions, early closes, late opens, and closed markets due to holidays. We keep this metadata current and maintained historically so that TickWrite® can produce accurate time series files regardless of when the trade or quote occurred.

Until now, this historical trading hour, contract date range, and holiday calendar information was only used internally by TickWrite®. However, after receiving many client requests for access to this hard-to-find data, we are pleased to now offer it in plain text.

For futures traders, this metadata is particularly important, as each individual symbol can have its own trading hours, and holidays can affect symbols traded on the same exchange differently. Furthermore, exchanges change these contract specifications far more frequently than most market participants realize. We offer historical Trading Hours, Contract First/Last Trade Dates, and Holidays by subscription to the Historical Calendar Information dataset.

Once you subscribe, TickWrite® 7 is enabled to output ASCII text files containing the data, or files are available for nightly download from our AWS cloud. Please contact ‘sales@tickdata.com’ for more information or to subscribe.

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Market Surveillance Solution

Tick Data’s Market Surveillance solution allows financial market surveillance applications to summon Tick Data’s institutional quality research data on demand with a straightforward, secure, web request. Global data is available for license on a per symbol basis via TickAPI™, eliminating the need to store terabytes of full market trade and quote data.

Further, the product is priced as a “consume and drop” data service where data is always available on demand with no local storage requirements.  In short, request data from your application via an https request, perform your analysis, save the results, drop the market data, and move to the next market event or execution to evaluate.

For more information on how Tick Data can better automate Market Surveillance, please see our Surveillance Product Overview.

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Transaction Cost Analysis (TCA) Solution

Performing Transaction Cost Analysis (TCA) becomes problematic when a company changes symbols between the time of the trade and the time the analysis is performed. If your OMS is trying to reconcile current symbology information with stored execution information, you will have mismatches requiring manual intervention.

Tick Data takes the headaches out of TCA by offering access to our symbol map (the CITM dataset) programmatically via TickAPI. If you are an end-user, your OMS can make programmatic requests for company identifier information and always have the correct ticker symbol. Give us a symbol and the date on which the trade occurred, and we will return the current symbol and the data required to perform the analysis. If you are a TCA solution provider, we can remove the burden of managing historical datasets by providing your clients with the quality reference data they need to use your products.

For more information on how Tick Data can better automate TCA, please see our TCA Product Overview.

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Company Info/Ticker Mapping® – A Complete Corporate Symbol Map

Tick Data now offers our complete historical symbol map in a plain-text product called Company Info/Ticker Mapping® (CITM). An add-on to our equity and options data products, CITM provides historical corporate actions information for every company in every market we offer. Provided corporate events include:

New Listing
CUSIP*/ISIN Change
Ticker Symbol Change
Company Name Change
Change in Listing Exchange
CITM is supported with additional files containing stock splits, stock dividends, cash dividends, and spinoffs to provide a comprehensive history of each company’s identifiers from its listing forward.

For more information, please download our CITM Product Overview.

 

*Available to users who provide a valid CUSIP license
 

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Pan-Europe MTF Equities

Tick Data’s historical intraday data for all equities traded on European MTFs (BATS, Chi-X, and Turquoise) since Oct-26-2009 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Cash Indices

Tick Data’s historical intraday Cash Index data includes:

  • Tick-by-tick data for 60+ global cash indices – See List of Available Cash Indices
  • Fields include SYMBOL, DATE, TIME and PRICE
  • Time stamped to the millisecond since July 2011
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep cash index data current

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Forex Historical Data

Tick Data’s historical intraday spot Forex data is available from May 1, 2008 and includes:

  • Over 2,000 spot Forex data pairs – See List of Available Pairs
  • Tick-by-tick Quote Data (bid & ask prices)
  • Pre-built One-Minute Bars (Open, High, Low, and Close for each minute interval built from Bid side of quotes)
  • Forex data from 95+ contributors (e.g. banks & other market participants) from over 80 international cities
  • Time stamped to the millisecond
  • Historical Forex data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep spot FX data current

Request More Information

Historical Options Prices

Tick Data’s historical intraday U.S. options data is available from July 2, 2004 and includes:

  • All listed equity and index options traded on U.S. exchanges
  • Complete Options Price Reporting Authority (OPRA) feed, sourced from CBOE
  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond since Sep 2008
  • Order underlying symbols and dates, and receive complete option chain
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for underlying symbol changes, exchange moves, mergers, etc.
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7
  • Update subscription available to keep options data current

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Futures Data

Tick Data’s historical intraday Futures data includes:

  • Over 280 global futures contracts – See List of Available Futures
  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Time stamped to the millisecond since July 2011
  • Front-month and back-month data
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series, including continuous files, via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep data current

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Korea Exchange (KRX) Equities

Tick Data’s historical intraday data for all equities listed on the Korea Exchange (KRX) since May-7-2008 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Hong Kong Equities

Tick Data’s historical intraday data for all equities listed on the Hong Kong Stock Exchange (HKEx) since May-13-2008 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current
  • NOTE: HKEX Information Services Limited, its holding companies and/or any subsidiaries of such holding companies endeavor to ensure the accuracy and reliability of the information provided but do not guarantee its accuracy or reliability and accept no liability (whether in tort or contract or otherwise) for any loss or damage arising from any inaccuracies or omissions.

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Australian Equities (ASX)

Tick Data’s historical intraday data for all equities listed on the Australian Securities Exchange (ASX) since May-7-2008 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Japanese Equities

Tick Data’s historical intraday data for all equities listed on the Tokyo Stock Exchange, Osaka Stock Exchange, Fukuoka Stock Exchange, Sapporo Stock Exchange and Hercules Market since Oct-1-2008 includes:

  • All equities listed on the JPX (TSE and Osaka), Fukuoka Stock Exchange, Sapporo Stock Exchange and Hercules Market
  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Oslo Equities

Tick Data’s historical intraday data for all equities listed on the Oslo Børs since Nov-9-2012 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep Oslo equities data current

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NASDAQ OMX Nordic Equities

Tick Data’s historical intraday data for all equities listed on the NASDAQ OMX Nordic Exchanges (Helsinki, Stockholm, Copenhagen, Iceland) since Oct-21-2008 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

SIX Swiss Equities

Tick Data’s historical intraday data for all equities listed on the SIX Swiss Exchange since Oct-17-2011 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Bolsa de Madrid Equities

Tick Data’s historical intraday data for all equities listed on the Bolsa de Madrid since Dec-1-2004 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Borsa Italiana Equities (Italian Equities)

Tick Data’s historical intraday data for all equities listed on the Borsa Italiana since Jan-1-2004 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Euronext Equities

Tick Data’s historical intraday data for all equities listed on the Euronext (Paris, Brussels, Lisbon, and Amsterdam) from Apr-1-2002 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

German Equities

Tick Data’s historical intraday data for all German equities listed on the Xetra and Frankfurt Stock Exchange since Jan-1-2003 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep German equity data current

Request More Information

London LSE Equities

Tick Data’s historical intraday data for all London LSE equities listed on the London Stock Exchange (LSE) since Jan-1-2000 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond (beginning 1.24.2018; to the second prior to 1.24.2018)
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Brazilian BM&F Bovespa Equities

Tick Data’s historical intraday data for all equities listed on the BM&F Bovespa since May-7-2008 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Bolsa Mexicana de Valores (BMV) Mexican Equity Data

Tick Data’s historical intraday Bolsa Mexicana de Valores (BMV) since May-7-2008 includes:

  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Canadian Equities

Tick Data’s historical intraday data for all Canadian equities listed on Canadian equity exchanges and venues since Jan-1-2001 includes:

  • Data for all Canadian equities trading on the TSX, TSX Venture, TSX Alpha, Aequitas NEO, Pure Trading, Omega ATS, Lynx ATS, NASDAQ CXC, NASDAQ CX2, and TriAct Match
  • Tick-by-tick Level I Quotes (bid & ask prices with size)
  • Tick-by-tick Trades (last executed trade price and volume)
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the millisecond
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep equity data current

Request More Information

Quote Bars™ for USA Equities

Tick Data now offers Quote Bars™ for USA Equities in one-minute intervals back to Jan-1-2004. We build the one-minute Quote Bars™ from our NBBO for USA Equities data, and include 25 fields to make this data set highly-versatile while significantly reducing its size.

This dataset also includes one-minute trade data files and Tick Data’s suite of data management tools, TickWrite 7 and TickWrite Web. Using Tick Data’s proprietary Ticker Mapping® (symbol changes, exchange hops, etc.) and corporate actions information (splits, dividends), TickWrite is all you need to build accurate time series data files.

The 25 fields in our Quote Bars™ for USA Equities include:

  • Date
  • Time
  • Open Time
  • Open Bid Price
  • Open Bid Size
  • Open Ask Price
  • Open Ask Size
  • High Bid Time
  • High Bid Price
  • High Bid Size
  • Ask Price at the time of the High Bid Price
  • Ask Size at the time of the High Bid Price
  • Low Ask Time
  • Bid Price at the time of the Low Ask Price
  • Bid Size at the time of the Low Ask Price
  • Low Ask Price
  • Low Ask Size
  • Close Time
  • Close Bid Price
  • Close Bid Size
  • Close Ask Price
  • Close Ask Size
  • Max Spread
  • Min Spread
  • Number of NBBO Quotes in the Bar

 

Quote Bars™ Resources

Sample Data

Sample Data Download a sample of our data to see exactly what you’d receive when you order.

Download Data
File Format Guide

File Format Guides See technical specs of the fields and values included in each of our data sets.

View Guide
Data File Sizes

Data File Sizes
Considering storing the data yourself? See how large the as-traded data files are by granularity and year.

View File Sizes
Data Delivery Options

Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).

View Delivery Options

Quote Bars™ Data File Sizes

US Equities Data Pricing


All listed US equities traded on NYSE, AMEX, NASDAQ, and all other Consolidated Tape Association (CTA) participants from Jan-1-1993. NBBO and Quote Bar data available from Jan-1-2004. For API/leased data pricing, please click here. All prices in USD:
 

Per Symbol-Year Pricing  NBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
1 Year History/Updates$35$30$25$20$15
PICK 100$33$28$23$19$14
PICK 250$31$26$21$17$13
PICK 500$29$24$19$16$12

 

Complete Dataset PricingNBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
1 Year History All Symbols$16,800$14,400$11,800$10,000$7,000
1 Year Updates All Symbols$21,000$18,000$14,000$12,000$9,000


Prices subject to Delivery Support Fee and sales tax. Discounts are available for custom and larger data requests, including Complete Dataset orders. Please click here to contact our Sales department.

Additional Pricing Information


Per Symbol-Year

Order data for a symbol subset and custom date range using the PER SYMBOL-YEAR pricing, or order data for all available symbols (both active and inactive) for a desired date range under the ALL SYMBOLS pricing.

Minimum Order Amounts

$1,000 for new clients and $500 for returning clients.

PICK Discounts

We offer volume discounts based on the total number of Symbol-Years per order. For example, our PICK 100 discount applies when you order any combination of 100 Symbol-Years of data (e.g. 10 equity symbols x 10 years = 100 Symbol-Years).

Back to USA Equities

NBBO for USA Equities

Tick Data, LLC now offers a quote dataset that contains only the National Best Bids & Offers (NBBO) for U.S. Equities. The NBBO for USA Equities dataset is built from our USA Equities data, and includes the best (lowest) available offer prices and the best (highest) available bid prices across all U.S. exchanges for listed equities going back to January 2004.

While it is commonly believed that the NBBO file provided by the Consolidated Tape Association (CTA) is the actual NBBO, this file contains only a part of the data and information required to calculate the true NBBO. After extensive research, Tick Data has developed a dataset that is representative of the complete NBBO.

The data is presented tick-by-tick in a smaller and more manageable file size compared to the complete Level I quote dataset.

This dataset also includes trade data files and Tick Data’s suite of data management tools, TickWrite 7 and TickWrite Web. Using Tick Data’s proprietary Ticker Mapping® (symbol changes, exchange hops, etc.) and corporate actions information (splits, dividends), TickWrite is all you need to build accurate time series data files.

The fields included in our NBBO for USA Equities include:

  • Date
  • Time (HH:MM:SS.000)
  • Bid Price
  • Bid Exchange
  • Bid Size
  • Ask Price
  • Ask Exchange
  • Ask Size

NBBO Resources

Sample Data

Sample Data Download a sample of our data to see exactly what you’d receive when you order.

Download Data
File Format Guide

File Format Guides See technical specs of the fields and values included in each of our data sets.

View Guide
Data File Sizes

Data File Sizes
Considering storing the data yourself? See how large the as-traded data files are by granularity and year.

View File Sizes
Data Delivery Options

Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).

View Delivery Options

NBBO Data File Sizes

US Equities Data Pricing


All listed US equities traded on NYSE, AMEX, NASDAQ, and all other Consolidated Tape Association (CTA) participants from Jan-1-1993. NBBO and Quote Bar data available from Jan-1-2004. For API/leased data pricing, please click here. All prices in USD:
 

Per Symbol-Year Pricing  NBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
1 Year History/Updates$35$30$25$20$15
PICK 100$33$28$23$19$14
PICK 250$31$26$21$17$13
PICK 500$29$24$19$16$12

 

Complete Dataset PricingNBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
1 Year History All Symbols$16,800$14,400$11,800$10,000$7,000
1 Year Updates All Symbols$21,000$18,000$14,000$12,000$9,000


Prices subject to Delivery Support Fee and sales tax. Discounts are available for custom and larger data requests, including Complete Dataset orders. Please click here to contact our Sales department.

Additional Pricing Information


Per Symbol-Year

Order data for a symbol subset and custom date range using the PER SYMBOL-YEAR pricing, or order data for all available symbols (both active and inactive) for a desired date range under the ALL SYMBOLS pricing.

Minimum Order Amounts

$1,000 for new clients and $500 for returning clients.

PICK Discounts

We offer volume discounts based on the total number of Symbol-Years per order. For example, our PICK 100 discount applies when you order any combination of 100 Symbol-Years of data (e.g. 10 equity symbols x 10 years = 100 Symbol-Years).

Back to USA Equities

U.S. Equities

Tick Data’s historical intraday data for all U.S. equities listed on the NYSE, AMEX, NASDAQ and all other Consolidated Tape Association (CTA) participants since Jan-1-1993 includes:

  • All U.S. equities listed on the NYSE, AMEX, NASDAQ and all other Consolidated Tape Association (CTA) participants
  • Tick-by-tick Level I Quotes (best bid/best ask per exchange)
  • Tick-by-Tick NBBO Quotes (National Best Bid/Best Offer) back to Jan 1, 2004
  • Tick-by-tick Trades (last executed trade price and volume)
  • One-Minute Quote Bars (25 fields in one-minute intervals built from NBBO Quote data) back to Jan 1, 2004
  • Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
  • Time stamped to the microsecond since 9/1/2015; milliseconds prior. Nanoseconds available for NASDAQ issues since 10/24/2016
  • Includes corporate action information (splits, dividends, spin-offs, etc.)
  • Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
  • Order data for all symbols or specific symbols and dates
  • Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
  • Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
  • Update subscription available to keep U.S. equity data current

Request More Information

About Our Tel Aviv Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Forex Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Available Intervals

For all Forex pairs, we offer tick-by-tick quote data. This provides clients with the ability to analyze every single Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute Forex data consolidates the Bid side of each quote into Date, Time, Open, High, Low, Close, and Volume. We deliver the data in zipped comma-delimited text files and offer two choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask) 2) One-Minute bar data pre-built from Bids (OHLCV) In addition, clients can use TickWrite® to build time-based bars from quote data. Order data for all available pairs by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.
About Our Taiwan Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Shanghai Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Tel Aviv Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Irish Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Taipei Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Johannesburg Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Warsaw Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Vienna Equities (Wiener Börse) Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Prague Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Budapest Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Athens Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Pan-Europe MTF Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Cash Index Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

Available Intervals

For all cash index and indicator symbols, we offer tick-by-tick data. This provides clients with the ability to analyze every single print.

We deliver the data in zipped comma-delimited text files containing all prints. The refresh rate varies from symbol to symbol, depending on how frequently the index or indicator is calculated by the exchange. Frequency also varies over time, as many symbols refresh more frequently now than they did in the past.

Clients who measure frequency in minutes or hours rather than seconds can use TickWrite® to build tick- or time-based bars from the data.

Order data for all available symbols or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Forex Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Available Intervals

For all Forex pairs, we offer tick-by-tick quote data. This provides clients with the ability to analyze every single Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute Forex data consolidates the Bid side of each quote into Date, Time, Open, High, Low, Close, and Volume. We deliver the data in zipped comma-delimited text files and offer two choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask) 2) One-Minute bar data pre-built from Bids (OHLCV) In addition, clients can use TickWrite® to build time-based bars from quote data. Order data for all available pairs by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.
About Our Options Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files. TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired. Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.: The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data. For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols. A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume. We deliver the data in zipped comma-delimited text files and offer three choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades only 3) One-Minute bar data pre-built from the Trade data (OHLCV) And, we have two additional intervals for U.S. equities: 4) Tick-by-tick NBBO Quotes and Trades 5) One-minute Quote Bars built from NBBO quote data In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data. Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.
About Our Futures Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data: Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box. Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering. Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

Available Sessions

Beginning on the first trading day of July 2003, markets that have electronic trading sessions include all sessions: pit and electronic, day and overnight (when applicable). Prior to July 2003, only markets that were all electronic (i.e. eMini and Eurex symbols) showed any electronic trading; data for other markets showed only day/pit sessions. For more detailed information on the contents of our futures data and how it has changed over time, see our Futures Data FAQ and Futures File Format Guide.

Available Intervals

For all futures symbols, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. We deliver the data in zipped comma-delimited text files and offer two choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades only Clients who measure frequency in minutes or hours rather than milliseconds or seconds can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data. Order data for all available symbols or specify a custom symbol list and date range. All orders of the Complete Futures Dataset also include all Cash Index symbols. Clients can also subscribe to our daily update service to keep data current.
About Our Korean Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)

And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Hong Kong Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Australian Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Japanese Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Oslo Børs Equities Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our OMX Nordic Equities Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our SIX Swiss Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Madrid Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Italian Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Euronext Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our German Equities Data

Data Acquisition

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Validation & Filtering

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

As-Traded vs. Time Series

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

Survivorship Bias-Free

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

Available Intervals

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our London LSE Equities Data
The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.
Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data: Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box. Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering. Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.
When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files. TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired. Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.: The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data. For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview
An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols. A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.
For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume. We deliver the data in zipped comma-delimited text files and offer three choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades only 3) One-Minute bar data pre-built from the Trade data (OHLCV) And, we have two additional intervals for U.S. equities: 4) Tick-by-tick NBBO Quotes and Trades 5) One-minute Quote Bars built from NBBO quote data In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data. Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.
About Our Brazilian Equities Data
The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001. Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information. In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.
Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data: Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box. Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering. Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.
When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files. TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired. Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.: The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data. For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/historical-market-data-products/data-delivery
An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols. A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.
For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume. We deliver the data in zipped comma-delimited text files and offer three choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades only 3) One-Minute bar data pre-built from the Trade data (OHLCV) And, we have two additional intervals for U.S. equities: 4) Tick-by-tick NBBO Quotes and Trades 5) One-minute Quote Bars built from NBBO quote data In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data. Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.
About Our Mexican Equities Data

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our Canadian Equity Data

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

About Our U.S. Equity Data

The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

Despite the care we take in obtaining the finest raw tick-by-tick data, omissions and errors can persist, even in data sourced directly from exchanges. Therefore, all data passes through our validation process; a suite of extraction, filtering, verification, and reporting programs developed in-house for the sole purpose of producing clean, robust data:

Condition Code Filtering – We filter our tick-by-tick trade data for various condition codes that denote out of sequence trades, cancelled trades, and other conditions that require data points to be removed prior to use by a quant. While these prints still exist in the data, by default TickWrite removes them from output time series files. Clients can add these prints back into output files by simply checking a box.

Price Filtering – We also run our tick-by-tick trade data through a proprietary algorithmic filter that flags trades it considers to be non-representative of market conditions (i.e. “bad ticks”) and suggests corrected values. By default TickWrite replaces these “bad ticks” with the corrected prices, but it can extract both the filtered and unfiltered data. To learn more about our data filtering approach, please see our white paper on High-Frequency Data Filtering.

Data Validation – Employing a number of internal processes, we first ensure that we have the data we expect to receive from our various sources and then programmatically identify gaps in trade data that we deem to be unusual for each individual symbol at that time of day.

When you order equity data from Tick Data, LLC, you receive as-traded data, along with powerful tools that convert the as-traded data into time series data. These as-traded files are delivered one file per company per day, each named by the ticker symbol under which it traded on that day. Our TickWrite® data management tools use these files as inputs for generating custom-formatted, research-ready mapped output files.

TickWrite® uses our proprietary Ticker Mapping® and corporate actions information to link together the data for all ticker symbols used by that corporate entity throughout its history, creating a single mapped file for the range of data processed. Files can also be adjusted for stock splits/dividends and spinoffs if desired.

Here is an example of the difference between as-traded and time series data using Citigroup (ticker: C) trading in the U.S.:

The corporate entity known today as Citigroup (NYSE ticker: C) has traded under these symbols throughout its history: C, CCI, TRV, and PA. If a client orders the complete history of the current symbol ‘C’ since 1993, we deliver this data in files by symbol, one file per symbol per day, that include C, CCI, TRV, and PA files. If a client wants to generate a single file of Citigroup data from 1993 to present, TickWrite® would combine the as-traded files with these various symbols into a single time series file of historical Citigroup data.

For more information on the available versions of TickWrite®, please see our Data Delivery page: https://www.tickdata.com/data-delivery-overview

An often ignored, but significant, source of variation between theoretical and actual trading results, survivorship bias occurs when models are developed, tested, and optimized using only currently-traded ticker symbols.

A benefit of ordering Equity or OPRA Options data products from Tick Data, LLC is the inclusion of symbols that are no longer traded due to mergers, acquisitions, delistings, etc. Clients who order all symbols for a market receive both active and inactive companies, which they can use to eliminate survivorship bias from their analyses. For more information, see our white paper: Survivorship Bias in the Development of Equity Trading Systems.

For all equity markets and U.S. options, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer. However, for clients who measure frequency in minutes or hours rather than milliseconds or seconds, we also offer data in pre-built one-minute bars. Each interval of our pre-built one-minute trade data includes Date, Time, Open, High, Low, Close, and Volume.

We deliver the data in zipped comma-delimited text files and offer three choices of data granularity:
1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume)
2) Tick-by-tick Trades only
3) One-Minute bar data pre-built from the Trade data (OHLCV)
And, we have two additional intervals for U.S. equities:
4) Tick-by-tick NBBO Quotes and Trades
5) One-minute Quote Bars built from NBBO quote data

In addition, clients can use TickWrite® to build tick- or time-based bars from trade data and time-based bars from quote data.

Order data for all available symbols (both active & inactive symbols) by year or by market, or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.

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