7/28/2023 0 Comments Free level 2 quotes![]() ![]() Tick data is the highest resolution intraday data and is the sequence of each executed trade or bid/ask quote aggregated from multiple exchanges.įor example, below is a sample of stock tick data for AMZN on April 4, 2018. Most traders begin building their strategies using intraday bars which are very useful for prototyping a trading strategy, however, for accurate backtesting and simulating real-world trading profits we always recommend using tick data csv (see below for samples) which is compatible with Excel, data analysis packages such as TradeStation, NinjaTrader, MetaStock etc and programming packages such as Python Pandas.Īs a data vendor, we focus solely on historical intraday data for traders and institutions to use in strategy development or backtesting. ![]() See below for samples and data acccess details.ĭata format is. The total archive is approximately 2.4 TB (2400 GB) in compressed zip format, or 24 TB (24,000 GB) as uncompressed data. For efficient downloading, we provide two daily updated files for each ticker - Day (prior day's data), Month (current month with data up to the prior day). The datasets are updated daily with the current day's data available by 11.30pm US Eastern Time. Trade data from the below exchanges are aggregated into a single series, providing a near-complete and high resolution trade sequence. ![]() ![]() The tick data archive is a standardized and error-tested dataset of tick-by-tick trade and quote data dating from 2010. ![]()
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