Historical Tick Data
The need for accurate and comprehensive market data has never been more prevalent than in today's financial marketplace. Historical market data now is used in many fields, such as investor strategy, pricing, research and analysis. Especially, it’s helpful when developing algorithmic trading strategies. No matter for front, middle or back office usage, obtaining data directly from the primary source must be your most reliable choice.
Features
Direct from source data is reliable, accurate, and timely
Comprehensive data points
Easy to use formats
Multi-asset coverage includes equities, fixed income.
Including

Historical market data is available on a historical/end-of-day basis in flat file format dating back to as early as Jan 2008, which enables users to see the depth of book, trades, order imbalances, stock summary and security status messages.

Trade and Order:

Tick by tick order and trade data, to help rebuild the historical order book.

Depth of book:

10 best bid/offer prices and quantities of orders, top 50 orders at the best bid/offer price, accumulated transaction volume & order.

Stock status


Frequency: Daily - after 4:00 pm every trading day
Format: TXT
Delivery: FTP, Web or E-mail
Click here to get the specification file