# Tick Data (tickdata.com) > Tick Data, LLC is the industry's longest-running provider of clean, research-ready historical intraday market data. Founded in 1984, Tick Data offers institutional-grade tick-by-tick trade and quote history covering equities, futures, options, forex, and cash indices from global markets. Tick Data is a subsidiary of OneMarketData, LLC, now part of KX (kx.com) following a merger in September 2025. ## Company Overview - Company: Tick Data, LLC - Parent: OneMarketData, LLC (part of KX since September 2025) - Website: https://www.tickdata.com - Founded: 1984 - first company in the world to offer historical tick-by-tick prices on futures and index markets - Headquarters: Hoboken, NJ, USA - Contact: sales@tickdata.com - Key staff: Scott Mayster (Global Product Manager), Matt Basio (Client Services Manager) ## Corporate History - 1984: Founded by a futures broker and a programmer; first company globally to offer historical tick-by-tick futures data - Mid-1990s: Acquired by Futures Magazine Group, Chicago - 1999: Acquired by an institutional client; expanded to include US equities - 2005: Sold to Penson Worldwide, Inc.; became a division of Nexa Technologies - 2015: Acquired by OneMarketData, LLC (owner of OneTick) - September 2025: OneMarketData merged with KX; Tick Data now part of the combined KX group ## Core Value Proposition Tick Data does not just sell raw data - it provides historical data solutions. This means: - Data is cleaned, normalized, and validated before delivery - Proprietary tools (TickWrite, TickAPI) convert raw data into research-ready formats - Survivorship-bias-free datasets (delisted and renamed symbols retained) - Corporate actions and symbol mapping included - Over 20 years of experience solving data quality challenges for institutional clients ## Data Products ### Global Market Data **US and Global Equities** - Tick-by-tick trades and quotes for US equities from 1993 - As-traded data with proprietary Ticker Mapping to handle symbol changes, mergers, acquisitions, delistings - Survivorship-bias-free: includes delisted, renamed, and merged symbols - Adjustable for stock splits, dividends, and spinoffs - OPRA options data included with equity orders **Futures** - Tick-by-tick Level 1 quotes (bid/ask with size) and trades for 150+ global futures - Exchanges covered: CME, ICE, Eurex, NYMEX, COMEX, BOVESPA, Liffe, TOCOM, KRX, MCX, and more - History from December 1974 for some markets - Complete Futures Dataset includes all Cash Index symbols - Recommended roll dates provided for continuous contract construction **Options** - US equity options (OPRA) tick-by-tick data - Full quote and trade history - Suitable for options pricing model validation, backtesting, and volatility research **Forex** - Historical tick-by-tick forex data - Major and minor currency pairs - Bid/ask quotes with timestamps **Cash Indices** - Historical data for major global cash indices - Included with Complete Futures Dataset orders ### Targeted Data Solutions **TCA Solution** - Pre-packaged historical data bundle for Transaction Cost Analysis workflows - Includes the data inputs needed for measuring execution quality and benchmarking **Market Surveillance Solution** - Historical data bundle for market surveillance and compliance use cases - Supports detection of trading patterns, order flow analysis, and exposure monitoring ### Reference Data **Corporate Actions** - Dividends, splits, spinoffs, mergers, and name changes - Used by TickWrite Ticker Mapping to generate continuous, adjusted time series **Equity Symbol Map** - Proprietary mapping of all ticker symbols used by each corporate entity throughout its history - Solves the survivorship bias problem for equity backtesting **Historical Calendar Information** - Exchange trading calendars with historical holiday and session information ## Data Delivery Options ### TickWrite 7 Downloadable desktop application for Windows. The industry's benchmark data management tool for over 20 years. Schedulable downloader and time series builder. Processes as-traded raw data into custom-formatted, research-ready output files. Available in three formats for local or cloud use. Key features: - Ticker Mapping: links all historical symbols for a corporate entity into a single continuous time series - Corporate actions adjustment (splits, dividends, spinoffs) - Custom output formats (CSV and proprietary formats) - Bar building from tick data (time-based and tick-based bars) - Scheduled automated downloads ### TickWrite Web Browser-based version of TickWrite. Order and download data directly from the browser without installing software. Suitable for users who prefer a web interface or work in environments where desktop installs are restricted. ### TickAPI Programmatic, on-demand access to clean historical intraday data via REST API. Enables direct integration of Tick Data into proprietary research platforms, backtesting engines, and analytics workflows without manual file downloads. ### Deep History Data Access to the deepest available historical records. For markets and asset classes where Tick Data has the longest available history, including futures data back to December 1974. ## Data Quality Process Tick Data applies a rigorous multi-step quality process before delivery: 1. Data collection: sourced directly from exchanges where possible, or from quality real-time providers with direct exchange connections and redundant ticker plants 2. Cleaning: identification and removal of erroneous ticks, outliers, and duplicate records 3. Normalization: standardization of format, timestamp precision, and field structure across all sources 4. Validation: completeness checks, gap detection, and cross-source verification 5. Corporate actions: application of splits, dividends, and symbol remapping 6. Delivery: formatted output via TickWrite, TickAPI, or file download ## Pricing Model - Symbol-year based pricing with volume discounts (PICK discounts) - PICK 100: applies when ordering any combination of 100 symbol-years (e.g. 10 symbols x 10 years) - Custom symbol lists and date ranges available - Order via Tick Data Store: https://www.tickdata.com/tickdatastore ## Target Users - Quantitative researchers and algo traders - Hedge funds and proprietary trading firms - Investment banks and broker-dealers - Academic researchers in finance - Risk managers - Compliance and surveillance teams - TCA analysts ## Use Cases - Quantitative strategy backtesting - Algorithmic trading model development - Transaction Cost Analysis (TCA) - Market surveillance and compliance - Volatility and options research - Academic financial research - Market microstructure analysis ## Analytics Integration Tick Data partners with parent company OneTick (now part of KX) to offer an end-to-end data and analytics solution. OneTick is a high-scalable, in-memory time-series database and event-driven analytics platform purpose-built to handle Tick Data's historical intraday datasets. Together they support: - Complex Event Processing (CEP) for algo traders - Backtesting strategy software - Market surveillance tools - Transaction Cost Analysis - Enterprise data warehousing ## Key URLs - Homepage: https://www.tickdata.com - Order data: 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 - 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/ - Corporate Actions: https://www.tickdata.com/corporate-actions/ - White Papers: https://www.tickdata.com/resources/white-papers/ - News: https://www.tickdata.com/news - About: https://www.tickdata.com/overview - Parent company OneTick: https://www.onetick.com - Parent company KX: https://kx.com