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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:
Tick History – Instrument:
Through a web-based user interface and the Refinitiv DataScope Select API, which supports easy consumption of Tick History content from the public cloud. There is also a custom extract service that allows you to select the instruments, fields, and time periods you need and schedule report generation at the time to suit your business needs.
Tick History – Venue:
Through the Customer File Service, which is an easy to access API of cloud downloadable venue-by-day files, which you can transfer or share to your cloud or on-premises database. Use a venue-by-day service for easy and complete extraction of every tick for all instruments for a given venue on a specific day.
Tick History – Query:
Refinitiv Tick History – Query service powered by Google® BigQuery™. Refinitiv Tick History - Query provides access to the unrivalled breadth and depth of Tick History data, which can then be worked with using Google BigQuery analytics. This combination transforms a query that would take hours or days of preparation and run time into just minutes. You can query and analyse the output within the tick-as-a-service database directly in the cloud using Google BigQuery, so you do not need to download any data.
Tick History – PCAP:
We offer global, cross-asset class PCAP data with GPS, nanosecond timestamps sourced directly from the exchange. Tick History – PCAP can be accessed in multiple formats and delivery mechanisms including Tick History Workbench, our analytic environment for data queries and visualisation.
Core solutions
Discover our Tick History data solutions
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
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.
Tick History uses the Refinitiv data model, including symbology and identifiers. Easily combine Tick History with reference data, machine readable news, and more.
Tick History is on the Refinitiv data model, which enables firms to connect their Refinitiv data across the front, middle and back office, improving data governance and lowering TCO.
Refinitiv Professional Services has deep cloud implementation expertise. Support is 24/7/365, so clients have the help they need no matter where they are.
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.
Raw exchange data (PCAP) to meet the most demanding use cases.
Benefit from our expertise at every stage, from project set-ups and data loading to API integration and user access configurations.
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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