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Historical tick data

Tick History

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Tick History is an archive of historical tick data drawn from our real-time content, with data going back as far as 1996

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.

Refinitiv Tick History is also available via Google Cloud Platform giving you access to the unrivaled breadth and depth of Tick History data, with a lower total cost of ownership, and enabling you to analyze the data faster.

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.

Expert Interview

How Tick History in GCP enables innovation

Catalina Vasquez, Historical Data Proposition Director at Refinitiv and Ievgen Goichuk, Senior Developer, Innovation at Refinitiv Innovation Lab discuss Refinitiv’s strategic decision to give access to 25 years of historical tick data via Google Cloud Platform, helping customers overcome a number of challenges, from data management, total cost of ownership, to efficiency and speed to innovation.

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Features & benefits

What you get with Tick History

25 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.

Flexible access

Consume content into the Public Cloud with the REST API, or access Tick History via Google Cloud Platform and query the data directly from the cloud using the BigQuery engine

Product in action

Tick History in more detail 

Venue-by-day files 

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

You can 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

How Tick History in GCP enables Refinitiv Lab’s Mosaic workflow

Ievgen Goichuk, Senior Developer, Innovation at Refinitiv Innovation Lab, takes you through a demo of Mosaic, a new service currently being developed at Refinitiv Labs, that helps detect and explain abnormal price moves in the market, and explains why the team chose Tick History in Google Cloud Platform to enable this project.

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