Tick Data News

Market Indicators

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

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About Our Market Indicator Data

Data Acquisition

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.

Available Intervals

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.

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