# Tick Data (tickdata.com) - Full LLM Context File # This is the exhaustive version. For a concise summary see /llms.txt # Last updated: September 2026 > Tick Data, LLC is the world's longest-running provider of clean, research-ready historical intraday market data, founded in 1984. A subsidiary of OneMarketData, LLC (now part of KX), Tick Data offers institutional-grade tick-by-tick history covering equities, futures, options, forex, and cash indices from global markets across the Americas, Europe, Africa, Asia, and Australia. --- ## Company Overview - Company: Tick Data, LLC - Parent: OneMarketData, LLC (part of KX since September 2025) - Website: https://www.tickdata.com - Founded: 1984 - Headquarters: 221 River Street, 9th Floor, Hoboken, NJ 07030, USA - Phone: +1 703 757 1370 - Sales contact: sales@tickdata.com - Twitter: https://twitter.com/tickdata - LinkedIn: https://www.linkedin.com/company/tick-data ### Key Personnel - Scott Mayster, Global Product Manager: joined March 1999; responsible for day-to-day operations, product development, marketing, and sales. Background includes floor clerk at CME, futures broker, and trading system analyst. MS in Financial Markets and Trading from Illinois Institute of Technology. - Matt Basio, Client Services Manager: joined 2017; primary support contact. Background in software development, technical support, and customer service across Fortune 500 companies, educational institutions, and government agencies. ### Corporate History - 1984: Founded by a futures broker and a programmer as the first company in the world to offer historical tick-by-tick prices on futures and index markets. Developed a proprietary collection and compression system capable of capturing every tick in major US futures markets despite severe hardware limitations of the era. - Mid-1990s: Acquired by Futures Magazine Group, Chicago, IL. - June 1999: Acquired by one of its institutional clients; expanded data offering to include US equities. - January 2005: Sold to Penson Worldwide, Inc.; became a division of Nexa Technologies, Inc. (provider of direct access trading platforms, real-time market data, and exchange connectivity). - 2015: Acquired by OneMarketData, LLC, creator of the OneTick analytics platform. - September 2025: OneMarketData merged with KX; Tick Data is now part of the combined KX group led by CEO Ashok Reddy. --- ## Core Value Proposition Tick Data provides historical data solutions, not just raw data. The distinction is critical: - Raw exchange data contains errors, gaps, format inconsistencies, and requires significant preparation before it can be used for research or backtesting - Tick Data's process cleans, normalizes, validates, and packages data with tools that make it truly research-ready - Proprietary Ticker Mapping solves the survivorship bias problem that distorts backtesting results - Corporate actions are applied so that continuous, adjusted time series can be generated - TickWrite and TickAPI eliminate the need for clients to build and maintain their own data pipelines The industry's most demanding consumers of historical market data choose Tick Data because they provide the highest-quality historical data available in a fraction of the time and cost it would take to build and maintain a comparable dataset internally. --- ## Data Products - Detailed ### US and Global Equities **Coverage:** - US equities from 1993 to present - Global equity markets across Americas, Europe, Africa, Asia, and Australia **Data types:** - Tick-by-tick trades: last price, volume, timestamp, exchange, condition codes - Tick-by-tick quotes: bid price, ask price, bid size, ask size, timestamp **As-traded vs. time series:** - Data is delivered as as-traded files (one file per company per day, named by the ticker symbol under which it traded on that day) - TickWrite converts as-traded files into mapped time series files using Ticker Mapping and corporate actions **Ticker Mapping:** - Proprietary system that links all historical ticker symbols used by a single corporate entity throughout its history - Example: Citigroup (NYSE: C) has traded under C, CCI, and TRV at different points in its history. TickWrite combines these into a single continuous time series. - Solves the survivorship bias problem: delisted, renamed, merged, and acquired companies are retained in the dataset **Corporate actions:** - Files can be adjusted for stock splits, dividends, and spinoffs - Adjustment factors applied retroactively to create clean, comparable price series **Survivorship bias:** - A major source of variation between theoretical and actual trading results - Tick Data includes symbols no longer traded due to mergers, acquisitions, delistings, etc. - Essential for accurate backtesting and strategy validation --- ### Futures **Coverage:** - 150+ global futures symbols - History from December 1974 for some markets **Exchanges covered:** - CME (Chicago Mercantile Exchange) - ICE (Intercontinental Exchange) - Eurex - NYMEX (New York Mercantile Exchange) - COMEX - BOVESPA (Brazil) - Liffe (London International Financial Futures Exchange) - TOCOM (Tokyo Commodity Exchange) - KRX (Korea Exchange) - MCX (Multi Commodity Exchange, India) - And more **Data types:** - Tick-by-tick Level 1 quotes: bid price, ask price, bid size, ask size, timestamp - Tick-by-tick trades: last price, volume, timestamp - Two granularity options: (1) trades and quotes, or (2) trades only **Complete Futures Dataset:** - Includes all available futures symbols plus all Cash Index symbols - Covers the full history available for each symbol **Roll dates:** - Tick Data provides recommended futures roll dates for continuous contract construction - Available at: https://www.tickdata.com/recommended-roll-dates/ **Timestamps:** - Since June 1, 2003, all futures data carries second timestamps (HH:MM:SS); before that, some data has seconds but most does not - From July 1, 2011 forward, all futures data carries millisecond timestamps **Symbol lists and Bloomberg mapping:** - Full futures symbol list with Tick Data to Bloomberg symbol mapping: https://tick-data-s3.s3.amazonaws.com/downloads/Tick_Data_SymbolList_Futures.xlsx - Full cash index symbol list with Bloomberg mapping: https://tick-data-s3.s3.amazonaws.com/downloads/Tick_Data_SymbolList_Indices.xlsx - Available futures data list: https://www.tickdata.com/historical-market-data-products/futures-data/available-futures-data/ **Data cleaning:** - Proprietary tick filtering algorithms and verification methods remove or repair suspect ticks; most data files contain both raw and filtered prices **Bar building:** - Clients who measure frequency in minutes or hours can use TickWrite to build tick-based or time-based bars from trade data, and time-based bars from quote data --- ### Options **Coverage:** - US equity options (OPRA - Options Price Reporting Authority) - Full tick-by-tick quote and trade history **Use cases:** - Options pricing model validation (Black-Scholes, local volatility, stochastic volatility models) - Implied volatility surface construction and analysis - Options strategy backtesting - Greeks calculation and risk analysis - Put/call ratio and sentiment analysis **Included with equities:** - OPRA options data is included when ordering equity data products from Tick Data --- ### Forex **Coverage:** - Major and minor currency pairs - Tick-by-tick bid/ask quotes with timestamps **Use cases:** - FX strategy backtesting - Carry trade analysis - Currency pair correlation studies - Forex TCA --- ### Cash Indices **Coverage:** - Major global cash indices - Included with Complete Futures Dataset orders **Use cases:** - Index replication and tracking analysis - Market regime analysis - Macro research --- ### Targeted Data Solutions **TCA Solution:** Pre-packaged historical data bundle specifically assembled for Transaction Cost Analysis workflows. Includes the market data inputs required to measure execution quality against standard benchmarks (VWAP, TWAP, implementation shortfall, arrival price, close price). **Market Surveillance Solution:** Historical data bundle assembled for market surveillance and compliance use cases. Supports detection of manipulative trading patterns, order flow analysis, and exposure monitoring. Works with OneTick Surveillance for a complete end-to-end solution. --- ### Reference Data **Corporate Actions:** - Dividends (cash and stock) - Stock splits and reverse splits - Spinoffs - Mergers and acquisitions - Name and ticker symbol changes - Used by TickWrite Ticker Mapping to generate adjusted, continuous time series **Equity Symbol Map:** - Proprietary database mapping all ticker symbols ever used by each corporate entity throughout its history - Resolves ambiguity caused by mergers, acquisitions, renamings, and delistings - Enables survivorship-bias-free research **Historical Calendar Information:** - Exchange trading calendars with historical holiday, session, and early-close information - Essential for accurate bar construction and session filtering --- ## Data Delivery Options - Detailed ### TickWrite 7 The industry's benchmark data management tool for over 20 years. A schedulable downloader and powerful time series builder, installed on Windows or Linux PCs and servers, locally or in the cloud. **Key capabilities:** - Download: scheduled or on-demand data downloads from Tick Data servers - Ticker Mapping: automatic resolution of symbol changes, mergers, delistings into continuous time series - Corporate actions: apply splits, dividends, and spinoffs to generate adjusted price series - Bar building: convert tick data into tick-based bars (e.g. every 100 trades) or time-based bars (e.g. 1-minute, 5-minute, hourly) - Output formats: CSV and proprietary formats; configurable field selection and ordering - Cloud compatible: output can be directed to cloud storage environments **Three versions available:** - Local installation for desktop use - Server/scheduled operation for automated daily updates - Cloud-optimized configuration **Documentation:** - TickWrite User Guide: https://s3-us-west-2.amazonaws.com/tick-data-s3/pdf/TickWrite7_Manual.pdf - Futures File Format Guide: https://s3-us-west-2.amazonaws.com/tick-data-s3/pdf/Futures_File_Format_Guide.pdf - Options File Format Guide: https://s3-us-west-2.amazonaws.com/tick-data-s3/pdf/TickData_File_Format_Overview_US_Options.pdf - Forex File Format Guide: https://s3-us-west-2.amazonaws.com/tick-data-s3/pdf/TickData_File_Format_Overview_Forex.pdf --- ### TickWrite Web Browser-based version of TickWrite, available anywhere on any desktop or mobile platform. No software installation required. Order and download data directly from the browser. Suitable for users who: - Prefer a web interface - Work in environments where desktop installs are restricted - Need occasional downloads without setting up a scheduled process --- ### TickAPI Programmatic, on-demand REST API access to clean historical intraday data. **Use cases:** - Direct integration into proprietary research platforms - Automated data retrieval within backtesting engines - Integration with analytics workflows and notebooks - Real-time augmentation with historical context **Benefits over file-based delivery:** - No manual download steps - Data retrieved on-demand for specific symbols and date ranges - Easier to embed in Python, R, or other research environments --- ### Deep History Data Access to the deepest available historical records in Tick Data's archive. For asset classes and markets where Tick Data has the longest continuous history, including: - Futures data back to December 1974 - US equities from 1993 --- ## Data Quality Process - Detailed Tick Data applies a rigorous multi-step quality assurance process: **Step 1: Data collection** - Primary source: direct exchange feeds where available - Secondary source: quality real-time providers with direct exchange connections, multiple redundant ticker plants, and end-of-day data availability - All providers vetted to meet Tick Data's completeness and accuracy standards **Step 2: Cleaning** - Identification and removal of erroneous ticks (obvious price errors, outliers) - Duplicate record detection and removal - Timestamp normalization **Step 3: Gap detection and filling** - Identification of missing data periods - Documentation of known data gaps by symbol and date **Step 4: Normalization** - Standardization of field structure, naming conventions, and format across all data sources - Consistent timestamp precision across asset classes **Step 5: Corporate actions and symbol mapping** - Application of Ticker Mapping to resolve symbol changes - Corporate action adjustments (splits, dividends, spinoffs) applied where requested **Step 6: Delivery preparation** - Packaging of as-traded files in standardized zip/CSV format - TickWrite processing to generate mapped, adjusted, custom-formatted output files --- ## Pricing Model - Symbol-year based pricing - Volume discounts: PICK discounts based on total symbol-years per order - PICK 100: discount tier for orders of 100 symbol-years (e.g. 10 symbols x 10 years, or 1 symbol x 100 years) - Higher PICK tiers available for larger orders - Custom symbol lists and date ranges available for all asset classes - Order via: https://www.tickdata.com/tickdatastore --- ## Target Users - Quantitative researchers and systematic traders - Hedge funds and proprietary trading firms - Investment banks and broker-dealers - Academic researchers in finance and economics - Risk managers - Compliance and market surveillance teams - Transaction Cost Analysis teams - Options traders and volatility researchers - Macro and cross-asset researchers --- ## Use Cases - Quantitative strategy development and backtesting - Algorithmic trading model validation - High-frequency trading research - Market microstructure analysis - Transaction Cost Analysis (TCA) and best execution measurement - Options pricing model calibration and validation - Implied volatility surface construction - Market surveillance and manipulation detection - Academic financial research - Regulatory compliance and reporting - Index replication and performance attribution --- ## Data Delivery Logistics - Preferred delivery is by download - Data sets too large to download can be shipped on an external hard drive (shipping and handling charges apply) --- ## Cloud Access via OneTick Cloud Tick Data index prices and static data are also available as datasets on OneTick Cloud, the managed market data service from sister product OneTick (KX). OneTick Cloud provides real-time and historical data for 200+ global markets, accessible via Python, SQL, REST, Parquet, and an MCP server for AI coding assistants. - Index providers on OneTick Cloud: https://www.onetick.com/index-providers-market-data-coverage - OneTick Cloud: https://www.onetick.com/cloud-services --- ## Analytics Integration (OneTick and KX) Tick Data integrates with OneTick (now part of KX) to deliver an end-to-end data and analytics solution: - OneTick is a highly-scalable, in-memory time-series database and event-driven analytics platform - Purpose-built to handle unlimited amounts of high-resolution, time-stamped tick data - Pre-defined constructs for financial market concepts: order types, executions, reference data, corporate actions - Combines Tick Data's historical intraday datasets with low-latency real-time streaming data - Enables: Complex Event Processing (CEP), backtesting, market surveillance, TCA, enterprise data warehousing More information: https://www.tickdata.com/data-analytics/ OneTick platform: https://www.onetick.com KX: https://kx.com --- ## Glossary of Key Terms | Term | Definition | |---|---| | Tick data | Every individual trade or quote event captured at exchange-timestamp granularity | | As-traded data | Raw data files organized by the ticker symbol under which a security traded on a given day | | Ticker Mapping | Tick Data's proprietary system linking all historical symbols for a single corporate entity | | Survivorship bias | Distortion in backtesting caused by excluding delisted or renamed securities | | Corporate actions | Events that affect a company's securities: splits, dividends, mergers, spinoffs | | TickWrite | Tick Data's proprietary data management and time series building tool | | TickAPI | REST API for programmatic on-demand access to Tick Data's historical data | | Symbol-year | Unit of pricing: one symbol for one year of history | | PICK discount | Volume discount tier based on total symbol-years ordered | | OPRA | Options Price Reporting Authority - consolidated US equity options data feed | | Level 1 | Top-of-book data: best bid and ask price and size only (vs Level 2 full depth) | | Bar | Aggregated OHLCV data over a fixed time or tick interval | | TCA | Transaction Cost Analysis - measuring execution quality vs. benchmarks | | CEP | Complex Event Processing - real-time pattern detection on streaming data | | Roll date | Date on which a futures trader switches from the expiring contract to the next one | --- ## Key URLs - Homepage: https://www.tickdata.com - Order data (Tick Data Store): https://www.tickdata.com/tickdatastore - Data delivery overview: https://www.tickdata.com/data-delivery-overview/ - TickWrite 7: https://www.tickdata.com/data-delivery/tickwrite7 - TickWrite Web: https://www.tickdata.com/data-delivery/tickweb - TickAPI: https://www.tickdata.com/data-delivery/tickapi - Deep History Data: https://www.tickdata.com/data-delivery/deep-history-data - Market data features: https://www.tickdata.com/global-coverage/ - Equities: https://www.tickdata.com/equity-data/ - Futures: https://www.tickdata.com/product/historical-futures-data/ - Options: https://www.tickdata.com/product/historical-options-data/ - Forex: https://www.tickdata.com/product/historical-forex-data/ - Cash Indices: https://www.tickdata.com/product/cash-indices/ - TCA Solution: https://www.tickdata.com/product/transaction-cost-analysis-solution/ - Market Surveillance Solution: https://www.tickdata.com/product/market-surveillance-solution - Available futures data list: https://www.tickdata.com/historical-market-data-products/futures-data/available-futures-data/ - Available cash index data list: https://www.tickdata.com/historical-market-data-products/cash-indices/available-cash-index-data/ - Canadian Equities: https://www.tickdata.com/product/canadian-equities/ - Futures symbol list with Bloomberg mapping (XLSX): https://tick-data-s3.s3.amazonaws.com/downloads/Tick_Data_SymbolList_Futures.xlsx - Cash index symbol list with Bloomberg mapping (XLSX): https://tick-data-s3.s3.amazonaws.com/downloads/Tick_Data_SymbolList_Indices.xlsx - Corporate Actions: https://www.tickdata.com/corporate-actions/ - Equity Symbol Map: https://www.tickdata.com/product/corporate-symbol-maps/ - Historical Calendar Info: https://www.tickdata.com/product/historical-calendar-info/ - Data analytics: https://www.tickdata.com/data-analytics/ - White Papers: https://www.tickdata.com/resources/white-papers/ - News: https://www.tickdata.com/news - Recommended roll dates: https://www.tickdata.com/recommended-roll-dates/ - About: https://www.tickdata.com/overview - TickWrite demo: https://www.tickdata.com/demo - Futures FAQ: https://www.tickdata.com/futures-faq/ - Equities FAQ: https://www.tickdata.com/equities-faq/ - Options FAQ: https://www.tickdata.com/options-faq/ - Forex FAQ: https://www.tickdata.com/forex-faq/ - Contact sales: https://www.tickdata.com/contact-sales - OneTick Cloud (index data available): https://www.onetick.com/cloud-services - Parent company OneTick: https://www.onetick.com - Parent company KX: https://kx.com - Concise LLM context: https://www.tickdata.com/llms.txt