Quote Bars™ for USA Equities

Tick Data now offers Quote Bars™ for USA Equities in one-minute intervals back to Jan-1-2004. We build the one-minute Quote Bars™ from our NBBO for USA Equities data, and include 25 fields to make this data set highly-versatile while significantly reducing its size.

This dataset also includes one-minute trade data files and Tick Data’s suite of data management tools, TickWrite 7 and TickWrite Web. Using Tick Data’s proprietary Ticker Mapping® (symbol changes, exchange hops, etc.) and corporate actions information (splits, dividends), TickWrite is all you need to build accurate time series data files.

The 25 fields in our Quote Bars™ for USA Equities include:

  • Date
  • Time
  • Open Time
  • Open Bid Price
  • Open Bid Size
  • Open Ask Price
  • Open Ask Size
  • High Bid Time
  • High Bid Price
  • High Bid Size
  • Ask Price at the time of the High Bid Price
  • Ask Size at the time of the High Bid Price
  • Low Ask Time
  • Bid Price at the time of the Low Ask Price
  • Bid Size at the time of the Low Ask Price
  • Low Ask Price
  • Low Ask Size
  • Close Time
  • Close Bid Price
  • Close Bid Size
  • Close Ask Price
  • Close Ask Size
  • Max Spread
  • Min Spread
  • Number of NBBO Quotes in the Bar

 

Quote Bars™ Resources

Sample Data

Sample Data Download a sample of our data to see exactly what you’d receive when you order.

Download Data
File Format Guide

File Format Guides See technical specs of the fields and values included in each of our data sets.

View Guide
Data File Sizes

Data File Sizes
Considering storing the data yourself? See how large the as-traded data files are by granularity and year.

View File Sizes
Data Delivery Options

Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).

View Delivery Options

Quote Bars™ Data File Sizes

Quote Bars™

Quote Bars™ in 1-minute intervals for all listed USA equities on NYSE, AMEX, NASDAQ, and all other Consolidated Tape Association (CTA) participants from Jan-1-2004.
All prices are in USD.

Includes TickWrite® Web, for Windows® or Linux®. To programmatically request this data, see the TickAPI® pricing.

Questions?
See Pricing Information below for more details on how our pricing works.
PER SYMBOL-YEAR
NBBO Quotes & Trades Level I Quotes & Trades Minute Quotes & Trades Tick Trades Only Minute Trades
Per Symbol-Year $35 $30 $25 $20 $15
PICK 100 $33 $28 $23 $19 $14
PICK 250 $31 $26 $21 $17 $13
PICK 500 $29 $24 $19 $16 $12
12 Months of Updates $35 $30 $25 $20 $15
ALL SYMBOLS
NBBO Quotes & Trades Level I Quotes & Trades Minute Quotes & Trades Tick Trades Only  Minute Trades
Complete Data Set (through order date) $78,400 $102,900 $54,700 $72,000 $50,400
1 Year $16,800 $14,400 $11,800 $10,080 $7,060
2 Years (save 13%) $29,400 $25,200 $20,600 $17,640 $12,350
3 Years (save 17%) $42,000 $36,000 $29,500 $25,200 $17,640
4 Years (save 25%) $50,400 $43,200 $35,400 $30,240 $21,170
5 Years (save 30%) $58,800 $50,400 $41,200 $35,280 $24,700
Each Additional Year $4,200 $3,600 $2,900 $2,520 $1,760
12 Months of Updates $21,000 $18,000 $14,700 $12,600 $8,820

Pricing Information

You may order data for a particular symbol(s) and date(s) under our PER SYMBOL-YEAR pricing, or order data for all available symbols (both active & inactive) for a particular date(s) under our ALL SYMBOLS pricing.

Per Symbol-Year

Rates are for 1 year of data for 1 symbol. In the case of Futures and OPRA Options, a ‘symbol’ is the underlying symbol, and you will receive data for all the contracts that quoted or traded on the dates you specify. For example, ES is the underlying symbol for S&P 500 E-mini Futures, and if you asked for data for the month of January 2015, you would receive data for all the ES contracts (no matter what their expiration date) that quoted or traded during January 2015.

Minimum Order Amounts
$1,000 for new clients and $500 for returning clients.

Pick X Discount

We offer volume discounts based on the number of Symbol-Years of data you order. For example, our PICK 15 Discount applies when you order any combination of 15 Symbol-Years of data (e.g. 5 underlying futures symbols x 3 years = 15 Symbol-Years).

Complete Symbol History

For our Futures, Cash Indices and Market Indicators data, you may order all the available history we have for a particular underlying symbol.

All Symbols

Includes both active & inactive symbols.

Complete Data Set

Applies to the complete data set up to your order date.

Per Symbol-Month Unit (TickAPI® Only)

For TickAPI® clients only, a Symbol-Month Unit is a request for any number of days within the calendar month for a symbol. For example, if you request data for ABC from Jan-1-2014 through Jan-15-2014, that is one Symbol-Month Unit and you’d be charged the 1st Request fee. If you ever request data for ABC for any other day(s) in Jan 2014, you’d be charged the Each Add’l Request fee.

Back to USA Equities

Questions? Contact Us