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Historical tick data

Tick History

Tick History data overview video still
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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.

  • 70m
    active and retired securities
  • 500+
    venues and contributors
  • 1996
    data coverage start-point

Features & benefits

What you get with Tick History

22 years of historical data

History of trading behavior from 1996, stored in RIC format helping firms comply with regulations and fine tune algorithms.

500+ global venues & third-party contributors

Covers OTC and exchange-traded instruments across all asset classes, including APA and MTF, to find alpha and comply with MiFID II.

Market depth

Tick History carries both level 1 and level 2 data, enabling users to back test algorithms and discover trading signals.

Pre-packaged normalized data sets with RICs

Venue-by-day service for simple and complete extraction of every tick for all instruments for a given venue on a specific day.

Custom extract service

Provides historical search capability, reference data, T&Cs content and the ability to target searches efficiently.

REST API

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 

Venue-by-day files 

Learn how to access tick data for specific markets in a cost efficient way. Tick History offers a rolling 30 days of venue-by-day files.

Datascope Select TRTH Venue by Day screenshot

Download historical tick data for a given venue on a given day by selecting Tick History Venue by Day data

Datascope Select report templates previewing report extraction screenshot

Preview Report Extraction

Custom extraction

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

Learn how to schedule and download an extraction, or run one immediately, as part of the custom extraction workflow using Tick History.

Datascope select query types report options screenshot

Access Report templates