Historical Data Products
For over 35 years, Tick Data has removed the challenges of collecting, validating, cleaning, and formatting research-quality historical intraday financial market time series data.
We provide in minutes or hours what would otherwise take weeks or months for our clients to develop. Spend your time analyzing data, not building it.
Tick Data’s historical intraday U.S. options data is available from November 16, 2020 and includes:
- Trade data for all listed equity and index options traded on U.S. exchanges (last executed trade price and volume)
- Pre-built One-Minute Bars built from Trade data (OHLCV for each minute interval)
- Level I Quote data from Nov 2020 for the most popular equity index options: SPY, SPX, RUT, and VIX
- Time stamped to the millisecond
- Order by root symbol and receive complete option chain for the requested date range
- Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
- Build custom time series via TickWrite® 7
- Daily update subscriptions available to keep options data current