Tick Data’s historical intraday Market Indicator data is available from July 1, 2003 and includes:
- Tick-by-tick data for 16 market internal indicators – See List of Available Market Indicators
- Fields include SYMBOL, DATE, TIME and PRICE
- Time stamped to the millisecond since July 2011
- 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 market indicator data current
Market Indicator Data Pricing
Data for 16 equity market internal indicators as far back as Jul-1-2003. For API/leased data pricing, please click here. All prices in USD:
|Complete History for One Symbol||$750|
|1 Year Updates Per Symbol||$125|
|1 Year History All Symbols||$1,000|
|1 Year Updates All Symbols||$1,000|
Prices subject to Delivery Support Fee and sales tax. Discounts are available for custom and larger data requests, including Complete Dataset orders. Please click here to contact our Sales department.
Additional Pricing Information
Order data for a symbol subset and custom date range using the PER SYMBOL-YEAR pricing, or order data for all available symbols (both active and inactive) for a desired date range under the ALL SYMBOLS pricing.
Minimum Order Amounts
$1,000 for new clients and $500 for returning clients.
We offer volume discounts based on the total number of Symbol-Years per order. For example, our PICK 30 discount applies when you order any combination of 30 Symbol-Years of data (e.g. 10 underlying symbols x 3 years = 30 Symbol-Years).
The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.
Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.
In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.
For all cash index and indicator symbols, we offer tick-by-tick data. This provides clients with the ability to analyze every single print.
We deliver the data in zipped comma-delimited text files containing all prints. The refresh rate varies from symbol to symbol, depending on how frequently the index or indicator is calculated by the exchange. Frequency also varies over time, as many symbols refresh more frequently now than they did in the past.
Clients who measure frequency in minutes or hours rather than seconds can use TickWrite® to build tick- or time-based bars from the data.
Order data for all available symbols or specify a custom symbol list and date range. Clients can also subscribe to our daily update service to keep data current.