Pan-Europe MTF 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 equities traded on European MTFs (BATS, Chi-X, and Turquoise) since Oct-26-2009 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
- 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
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Pan-Europe MTF Equities Data Pricing
Data for trading on the Turquoise, BATS, and Chi-X MTF platforms for equities listed on Euronext, Deutsche Boerse, Borsa Italiana, Bolsa de Madrid, London Stock Exchange, Oslo Børs, NASDAQ OMX Nordic, and SIX Swiss exchanges as far back as October-26-2009. For API/leased data pricing, please click here. All prices in USD:
|Per Symbol-Year Pricing||Level I Quotes & Trades||Tick Trades Only||Minute Trades|
|1 Year History/Updates||$20||$15||$10|
|Complete Dataset Pricing||Level I Quotes & Trades||Tick Trades Only||Minute Trades|
|1 Year History All Symbols||$8,500||$6,400||$4,800|
|1 Year Updates All Symbols||$9,000||$6,750||$5,000|
|Pricing Per Exchange||Level I Quotes & Trades||Tick Trades Only||Minute Trades|
|1 Year History||$1,500||$1,100||$800|
|1 Year Updates||$1,500||$1,100||$800|
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
There is a minimum order amount of $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 100 discount applies when you order any combination of 100 Symbol-Years of data (e.g. 10 equity symbols x 10 years = 100 Symbol-Years).
- Data Acquisition
- Validation & Filtering
- As-Traded vs. Time Series
- Survivorship Bias-Free
- Available Intervals