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.

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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).

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Quote Bars™ Data File Sizes

US Equities Data Pricing


All listed US equities traded on NYSE, AMEX, NASDAQ, and all other Consolidated Tape Association (CTA) participants from Jan-1-1993. NBBO and Quote Bar data available from Jan-1-2004. For API/leased data pricing, please click here. All prices in USD:
 

Per Symbol-Year Pricing  NBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
1 Year History/Updates$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

 

Complete Dataset PricingNBBO Quotes & TradesLevel I Quotes & TradesMinute Quotes & TradesTick Trades OnlyMinute Trades
1 Year History All Symbols$16,800$14,400$11,800$10,000$7,000
1 Year Updates All Symbols$21,000$18,000$14,000$12,000$9,000


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


Per Symbol-Year

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.

PICK Discounts

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).

Back to USA Equities

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