High Frequency Trading Data - High quality
historical of financial data
Tickdatamarket is one of the world’s largest databases of high frequency data for financial institutions, traders and researchers alike. It captures, compresses, archives and provides uniform access to global historical data.
Tickdatamarkets collects every tick for all asset class types including equities, futures, interest rates, FX and cash indices, as well as full order book data.
Tickdatamarket enable clients to run historical simulations and back-test, develop trading and market-making strategies and build transaction-cost models.
PROFESSIONAL QUALITY DATA
We provide high quality data history on major world financial markets.
The financial data currently cover the US, the Americas, Europe and Asia on Futures, Stocks, EFT(s), Cash Index and FOREX.
We propose about 1000 futures, 1000 cash indices, 1000 FOREX parities and 40 stock markets.
With data on over 70,000 symbols covering 40 years, Tickdatamarket offers a unique source to analyze the global economy. Experience the past to minimize the uncertainty of the future.
Our database goes back to 1970 for “Daily data”, 1980 for “Tick & minute data”, 1998 for “Trades & Quotes” and 2005 for “Order Book”.
Tickdatamarket’s massive centralized historical database was specifically created to serve as the backbone for testing trading strategies. Our data integrity team is dedicated to cleaning and maintaining the quality of the data.
Traders choose Tickdatamarket because they trust our data's quality, accuracy, and reliability
Different Time frames are provided, Tick, Trades & Quotes, minute data, Order Book and daily data. We collect information from different live market data sources and directly from some stock exchanges. All data are controlled and cleaned. After the market closes, all wrong ticks are scanned for and deleted.
ASCII format data is universal and can be used with most programs, simply imports the data in your existing program spreadsheets and databases Excel, VB, Lotus, etc. The data are compiled using numerous sources to cross-check data, fill in missing gaps, and remove erroneous data points. Data have been tested and verified for their accuracy and integrity. Our Data are readable by most of all softs working with ASCII format, Tradestation, Metastock, Ninjatrader, Excel…
Tick data includes each tick through the entire trading day. Markets with electronic trading sessions include day and overnigt data.