What is the source of the futures and cash index data?
Since Tick Data began offering historical intraday data in 1984, we have sourced our futures and cash index data from various reputable sources, including data vendors and directly from exchanges. The data was not collected in real-time, but rather was downloaded from the source after the close of trading. The data is then validated, filtered and compressed for delivery to our clients.
However, some exchanges do not grant redistribution rights, or don’t archive their data, or archive their data in a manner that the resulting files are not usable for our purpose of building a complete, accurate high-frequency research data set. So for all futures & cash index data since January 2010 we use a triple-redundant data collection & archival process whereby a direct exchange data feed is collected into three (3) geographical diverse data centers, over three separate lines. The resulting archives are then compared to ensure the most complete, accurate archive possible.