Online sales of financial 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.

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Data solutions for traders

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.

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High frequency data

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.

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Five Ways to See the Market

One simulated market · Five synchronized views · 60-second animation

00:00 / 01:00

Minute

1-minute candles · BUY / SELL markers

Minute Bid / Ask

1-minute candles · ask above / bid below

Tick by Tick

Every simulated trade, in sequence

Trades & Quotes

Trades with best bid and ask

Order Book

Animated bid / ask depth

▲ BUY / BID   ▼ SELL / ASK   Simulated data and illustrative markers only. No real quotes or trading signals.

Online sales of financial data

With more than 2000 clients worldwide, Tickdatamarket has established itself as one of the leaders in the sale of stock market data. Market Data Solutions For online brokerages, exchangers, benchmarking agencies, traders, financial websites and startups. 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”.

Formats trading data

Tick data

Tick data records individual market observations in chronological order. Depending on the market and source, each tick may represent a trade or a price update, with its timestamp and available fields.

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Trades & Quotes

Trades & Quotes combines individual trade records with bid and ask quote updates. It allows you to study executed prices alongside the quoted market, in chronological order.

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Order book

Order Book data shows bid and ask prices and the available quantities at multiple price levels. It can be used to analyse market depth and changes in displayed liquidity.

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Minute data

Minute data groups market activity into one-minute bars. Each bar provides open, high, low and close prices and, where available, volume for that interval.

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Daily data

Daily data summarises each trading day with open, high, low and close prices and, where available, volume. It is suitable for longer-term analysis and strategy testing.

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Microsecond Timestamp

A microsecond timestamp identifies the time of an observation to one millionth of a second. The precision is part of the timestamp and does not imply a fixed interval between observations.

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Minute Bid-Ask Bar

Minute Bid-Ask bars summarise bid and ask price movements over each one-minute interval. They provide separate open, high, low and close values for the bid and the ask.

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High Frequency Trading Data - High quality

Historical of Market 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.
In 2000, after nearly 15 years of developing high-frequency trading systems and trading markets, we realized the difficulty in obtaining high-quality data for research and backtesting. The data from the best suppliers being unaffordable and of poor quality, holes, false ticks, etc. We therefore decided to continue collecting data on the markets and also offer for sale those that we had recorded for 15 years. Even EURONEXT contacted us at the time to fill in the data they were missing.