Historical Tick Data

​Tick History

As you investigate our comprehensive database of 87 trillion+ ticks, spanning 100million + instruments across 500 global exchanges and dating back 25 years, you’ll open up endless possibilities that will drive your next market moves with confidence.

Identify future opportunities with Tick History 

Discover Tick History, our cloud-based service of historical real-time pricing data, covering OTC and exchange-traded instruments, from more than 500 trading venues and third-party contributors with over 45PB of data available. Each venue is normalised providing a consistent data experience across all exchanges or choose raw formats if you prefer.

Use our range of Tick History solutions to meet your needs: 

We also offer:

  • Normalised data format so that there is consistency in field and data types from each data exchange and venue.
  • A custom extract service that allows 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.
  • A large array of trade qualifiers on each venue to ensure precision on data queries and financial / trading models.
  • Historical intraday data in minutes with Tick History – PCAP, delivered on premise or via the cloud with queryable services for quicker decision-making. 
  • Springboards with Tick History Workbench, allowing you to create advanced queries fast and efficiently.
  • Historical Pricing API, our primary API for time series data-consuming applications, providing a consistent data model for historical price data including intraday snapshots, related time series data across multiple sources, and supporting customisable queries. 

 

Features & benefits

25 years of market depth and breadth

550+ global venues and third-party contributors. Tick History carries both level 1 and level 2 data, which is cleaned and normalised, ready for use. Data reaches back as far as 1996.

Aligned to the LSEG Data Model

Tick History uses the LSEG data model, including symbology and identifiers. Easily combine Tick History with reference data, machine readable news, and more.

Connected across the enterprise

Tick History is on the LSEG data model, which enables firms to connect their LSEG data across the front, middle and back office, improving data governance and lowering TCO.

Robust global support

LSEG Professional Services has deep cloud implementation expertise. Support is 24/7/365, so clients have the help they need no matter where they are.

Rich Developer Community assets

Tick History has a deep library of videos, articles and more in the Developer Community to support implementation, query generation, and the use of Tick History - Query.

Lossless Data Quality

Raw exchange data (PCAP) to meet the most demanding use cases.

Use cases

Tick History across the enterprise

Strategic

  • Centralise tick history data across the organisation, eliminating team-held data pockets to improve data governance, reduce costs, and enhance efficiencies. 
  • Deploy the data in artificial intelligence (AI) and machine learning (ML) projects.

Front Office

  • Back test trading strategies with tick-by-tick data to ensure robustness and optimal outcomes.
  • Apply the data to test algorithmic trading models.
  • Perform quantitative research and analytics.

Middle Office

  • Perform transaction cost analysis (TCA) to meet regulatory best execution obligations and to improve trading efficiency – including order book recreation and market microstructure analysis.
  • Apply the data to Fundamental Review of the Trading Book (FRTB) use cases, including data sourced from brokers.
  • Use the data to undertake market surveillance, to detect and prevent market abuse.

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