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:
- 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 Download a sample of our data to see exactly what you’d receive when you order.
File Format Guides See technical specs of the fields and values included in each of our data sets.
Data File Sizes
Considering storing the data yourself? See how large the as-traded data files are by granularity and year.
Data Delivery Options Learn about how we can deliver data to you (whether you store or we host the data in the cloud).