Forex
Historical Data

About Our Futures Data

• Data Acquisition

  The markets have changed significantly since we began. New technologies and changes in market participant behavior have caused the number of trade and quote messages per second to explode. To reduce the risk of dropped packets and lost information, Tick Data has not collected data over a live feed since 2001.

  Our preferred method for obtaining data for new markets is to negotiate directly with exchanges for their official archive. However, some exchanges do not grant reasonable terms for redistribution, or they archive their data in a manner that results in incomplete or inaccurate information.

  In these cases, we partner with quality real-time data providers who have direct exchange connections, multiple, redundant ticker plants, and the ability to make the data available for download after markets close each day. Every provider we use meets our high standards for completeness and accuracy.

• Available Intervals

  For all futures symbols, we offer tick-by-tick data for both trades and quotes. This provides clients with the ability to analyze every single trade and/or every Level I bid and offer.We deliver the data in zipped comma-delimited text files and offer two choices of data granularity:

  1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades onlyClients who measure frequency in minutes or hours rather than milliseconds or seconds can use TickWrite^® to build tick- or time-based bars from trade data and time-based bars from quote data.Order data for all available symbols or specify a custom symbol list and date range.

  All orders of the Complete Futures Dataset also include all Cash Index symbols. Clients can also subscribe to our daily update service to keep data current.