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 data for all equities listed on the Tokyo Stock Exchange, Osaka Stock Exchange, Fukuoka Stock Exchange, Sapporo Stock Exchange and Hercules Market since Oct-1-2008 includes:
- All equities listed on the JPX (TSE and Osaka), Fukuoka Stock Exchange, Sapporo Stock Exchange and Hercules Market
- Tick-by-tick Level I Quotes (bid & ask prices with size)
- Tick-by-tick Trades (last executed trade price and volume)
- Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
- Time stamped to the millisecond
- Includes corporate action information (splits, dividends, spin-offs, etc.)
- Ticker Mapping® to produce time series files mapped for symbol changes, exchange moves, mergers, etc.
- Order data for all symbols or specific symbols and dates
- Data delivered in ASCII text files for easy integration (e.g. OneTick®, R, MATLAB®, MongoDB®, Kdb+, etc.)
- Build custom time series via TickWrite® 7, TickWrite® Web, or TickAPI®
- Update subscription available to keep equity data current