Historical tick data
Tick History provides historical Tick Data going as far back as 1996, from over 500 global venues, across all asset classes
A historical archive of real-time pricing data, covering OTC and exchange-traded instruments, from more than 500 trading venues and third-party contributors.
What is Tick History?
Tick History is an archive of historical tick data drawn from our real time content. It’s built on a platform that provides on-demand delivery of our universe of 70m active and retired securities. It comes with a web based user interface, and a REST API providing efficient programmatic access to the full content and capabilities of the product.
Tick History covers OTC and exchange-traded instruments, from more than 500 trading venues and third-party contributors. It gives users access to historical tick-level global data across all asset classes, letting them build and back-test trading strategies, as well as perform quantitative research and analysis, transaction cost analysis, and market surveillance.
Data coverage goes back as far as 1996, with a standardized naming convention based on RIC (Reuters Instrument Code) symbology that helps lower your data management cost.
70mactive and retired securities
500+venues and contributors
1996data coverage start-point
Features & benefits
What you get with Tick History
History of trading behavior from 1996, stored in RIC format helping firms comply with regulations and fine tune algorithms.
Covers OTC and exchange-traded instruments across all asset classes, including APA and MTF, to find alpha and comply with MiFID II.
Tick History carries both level 1 and level 2 data, enabling users to back test algorithms and discover trading signals.
Venue-by-day service for simple and complete extraction of every tick for all instruments for a given venue on a specific day.
Provides historical search capability, reference data, T&Cs content and the ability to target searches efficiently.
Easy consumption of Tick History content into the Public Cloud with the REST API, for improved performance and scalability.
Product in action
Tick History in more detail
Access tick data for specific markets in a cost efficient way. Tick History offers a rolling 30 days of venue-by-day files.
Tick History custom extractions allow your users to select precisely the instruments, fields, and time periods that they need, and schedule generation of reports at a time to suit their business processes.
Custom scheduling and downloading
You can schedule and download an extraction, or run one immediately, as part of the custom extraction workflow using Tick History.
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