Historical Data Products
London LSE Equities
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 London LSE equities listed on the London Stock Exchange (LSE) since Jan-1-2000 includes:
- 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 (beginning 1.24.2018; to the second prior to 1.24.2018)
- 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