YES, we offer daily updates of our Forex data so you may keep your historical Forex data current. See Data Updates
for more details on when these updates are available for download each day.
We filter the Forex Bid data on a tick-by-tick basis using our proprietary tick filtering algorithms and processes. We do NOT overwrite any ticks, but instead flag suspect ticks and suggest a corrected price (see the Filtered Price field in the tick-by-tick bid files).
Our Forex data is an aggregation of quotes from the various contributing institutions. Data from the contributors is received in a primary, secondary and tertiary data collection infrastructure. Having three (3) isolated, redundant, geographically diverse archives means real-time data transmission errors and omissions are not a factor in our data collection. This proprietary data archival system compares the three archives to create a single, robust data series for each symbol, ensuring that any problems that may occur in one data archive do not make their way into our data sets.
Yes, the data contains Contributor Codes beginning with the Aug-11-2010 trading day. Please see the Forex File Format Guide
for more information.
All of our Forex tick-by-tick data is time stamped to the millisecond (HH:MM:SS.mmm).
The data begins each week at 6:00pm ET (Exchange time is U.S. Eastern / New York Time Zone) on Sunday night, and trades 24-hours per day until 5:59:59.999pm ET on Friday. Each day, the data stops at 5:59:59.999pm and immediately begins a new trading day at 6:00:00.000pm ET. Therefore, any bars that would overlap a 24-hour period will stop at 5:59:59.999pm and a new bar will start with the new trading day at 6:00:00.000pm ET.
Please download our Forex File Format Guide
for complete details on the fields and values contained in our Forex data files.
We deliver all of our data (both as-traded and time series) in comma-delimited text files.
Tick Data works very diligently to ensure the data is as clean and robust as possible. However, no data set is perfect. If you find any questionable anomalies, please contact our Support Desk
. We will make every attempt to fix the problem.
Our mission is to provide clean historical intraday data. We employ several proprietary tick filtering algorithms and verification methodologies to remove or repair what we deem to be suspect ticks. Most of our data file contain both raw and filtered prices.
Tick Data offers daily update subscriptions for all markets (limited number of options quote data symbols) that can be retrieved automatically using TickWrite 7’s Scheduler feature. Clients can subscribe to data updates in one-year terms. Learn more about data update subscriptions
All of our data is delivered in the time zone of the instrument’s exchange. For Options, that means OPRA's native time zone, U.S. Eastern Time. Forex data is also in U.S. Eastern Time. Using one of our data tools, you can output the data in any time zone.
Virtually any software that can import delimited text files can read our data (e.g. OneTick©, Microsoft Excel®, NinjaTrader®, MetaTrader®, TradeStation®, MATLAB®, etc.). If you have questions about whether or not your software can analyze our data, contact us
No. The delimited text files (both as-traded and time series) can be used with any operating system. Likewise, our TickWrite® Web data management software is browser-based and can be used with any OS. However, if you wish to use our TickWrite® 7 data management software, it is only available for Windows® or Linux®.