Tick

Tick data is information that is used by professional day traders to watch the current price movements at its most detailed level. Tick data shows each individual        
trade as it occurs, and is usually displayed as a scrolling list. Tick data can be used as part of a larger trading system (such as a confirmation for an indicator trade), or on its own (as with        
scalping). Tick data provides several pieces of valuable information about each trade, and the market as a whole.       
       
The Tick data also shows the amount of volume that each trade includes (the number of contracts or shares that were traded).       
This shows whether there are more contracts (or shares) being bought or sold, and at which prices the largest amounts of volume are trading.

Trades & Quotes

Trades & Quotes data provides all of the information that is needed to trade using most trading systems

Basic market data is known as level 1 market data, and includes the following information :

- Bid price: The highest price that a trader is willing to pay to buy a contract
- Bid size: The number of contracts that are available at the bid price
- Ask price: The lowest price that a trader is willing to accept to sell a contract
- Ask size: The number of contracts that are available at the ask price
- Last price: The price at which the most recent trade was completed
- Last size: The number of contracts that were traded in the most recent trade

Order book

Order book can provide enormous insight into a stock's price action. Order book will show you a ranked list of the best bid and ask prices from each of these participants, giving you detailed insight into the price action. Knowing exactly who has an interest in a symbol can be extremely useful, especially if you are day trading.

Additional market data is known as level 2 market data, the order book, or the depth of market, and includes the following additional information:

Highest bid prices: The highest 5 or 10 prices (depending upon the market) that traders are willing to pay to buy a contract Bid sizes: The number of contracts that are available at each of the highest bid prices Lowest ask prices: The lowest 5 or 10 prices (depending upon the market) that traders are willing to accept to sell a contract Ask sizes: The number of contracts that are available at each of the lowest ask prices

Level 2 market data provides the additional information that is needed to trade using trading systems that follow the order flow, and advanced volume based trading systems. Level 2 market data is also known as the order book, because it shows the orders that are currently pending for the market, and is also known as the depth of market, because it shows the number of contracts that are available at each of the available prices.

Minute data

Minute data includes open, high, low, close values for the intraday range you select. Each one-minute interval includes Date, Time, Open, High, Low, Close, and Volume fields.

The one-minute time format can be scaled to any time interval of greater duration. For example, from the one-minute data provided, time intervals of 2, 3, 5, 10, 15, 30, 60 minutes, daily, weekly, and monthly can be created.

Minute Equity Data may be is a gigabyte solution to the terabyte problem of archiving and processing tick-by-tick data. interval includes Date, Time, Open, High, Low, Close, and Volume

One Minute data includes trade data only that occurs during each one-minute

Daily data

Daily interval includes Date, Open, High, Low, Close, and Volume fields for a particular day.       
The daily time format can be scaled to any time interval of greater duration. For example, from the daily data provided, time intervals of  daily, weekly, and monthly can be created.    
  
Ask sizes: The number of contracts that are available at each of the lowest ask prices.