1. Home
  2. Market data services
  3. Data feeds
  4. Tick History

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.

Utilise Refinitiv Tick History data in four easy ways:

The service also offers:

  • 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.

Features & benefits

25 years of historical data

550+ global venues and third-party contributors

Unrivalled market depth and breadth

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 Refinitiv Data Platform

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

Robust global support

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.

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.

Accelerate your digital transformation with Refinitiv Professional Services

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.

Expert interviews

Why is robust tick history data essential?

In these videos, Saeed Amen, founder of Cuemacro, explains why having high quality, in-depth tick history data is so important for backtesting and transaction cost analysis (TCA).

Backtesting with Refinitiv Tick History - Query

Transaction Cost Analysis with Refinitiv Tick History - Query