“Technical Paper Series”

• Survivorship Bias in the Development of Equity Trading Systems. A report on the Survivorship Bias inherent in current practices of defining research universes for testing equity trading systems.

• High Frequency Data Filtering. A review of the issues associated with maintaining and cleaning a high frequency financial database.

• File Storage Requirements for High Frequency Data. An analysis of the file storage requirements for high-frequency US equity and US options quote and trades data.

• Deriving the NBBO from TAQ Level 1 Quotes. Explains how Tick Data determines the NBBO for its US Equities tick data set.

Software Downloads

• Latest Version of TickWrite

• TickWrite 7 Demo. A demo version of our TickWrite 7 data management software, along with three (3) months of sample futures, index, indicator and equity data.

• TickWrite 7 Manual.

• Time Series Builder Demo for Options. A demo version of our Time Series Builder (TSB) software, along with sample US options data.

• Time Series Builder User Guide.

File Format Specifications

• US Equities
• Toronto Equities
• London Equities
• Deutsche Borse Equities
• Borsa Italiana Equities
• Euronext Equities
• Madrid Equities
• Japan Equities
• US Options
• Futures
• Indices
• Indicators
• Corporate Actions & Ticker Maps

Data Update Subscriptions

Product Literature