Historical Data Products
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 U.S. equities listed on the NYSE, AMEX, NASDAQ and all other Consolidated Tape Association (CTA) participants since Jan-1-1993 includes:
- All U.S. equities listed on the NYSE, AMEX, NASDAQ and all other Consolidated Tape Association (CTA) participants
- Tick-by-tick Level I Quotes (best bid/best ask per exchange)
- Tick-by-Tick NBBO Quotes (National Best Bid/Best Offer) back to Jan 1, 2004
- Tick-by-tick Trades (last executed trade price and volume)
- One-Minute Quote Bars (25 fields in one-minute intervals built from NBBO Quote data) back to Jan 1, 2004
- Pre-built One-Minute Bars (Open, High, Low, Close, and Volume for each minute interval built from Trade data)
- Time stamped to the microsecond since 9/1/2015; milliseconds prior. Nanoseconds available for NASDAQ issues since 10/24/2016
- 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 U.S. equity data current