High resolution tick by tick trade data, for the most complete view of stock market activity.
We consolidate trade data from 18 US exchanges and dark-pools. All trades (in-hours and out-of-hours) are included in the data set.
All our Stock tick data is tested and cleaned for outliers, duplicate ticks, and out-of-order ticks. Each tick contains the trade execution timestamp, traded price, volume and exchange.
The datasets are organized into separate zipped files for each year (most file sizes are below 1GB zipped).
We offer tick data for individual tickers (listed below), or in cost-effective bundles such as the S&P 100 Tick Bundle and the ETF 50 Tick Bundle.