Historical Tick Data
FirstRate Data is a leading provider of tick data for US stocks and ETFs. We source data direct from major exchanges (including dark pools). All datasets a tested for consistency and completeness.
Our datasets comprise 10 years of historical trade data for all S&P 100 components and the 50 most liquid ETFs, and 3 years for 50 active cryptocurrencies. The datasets can be purchased individually or as in the S&P 100, ETF50, and 50 Cryptocurrencies bundles.
Sample datasets are available for each ticker, please contact us if you need further details or samples.
For over subscriptions to tick data for over 4500 tickers please check out our sister site Tick History
Historical Stock Tick Data
| Stock Tick Bundles |
|---|
|
S&P 100 Stock Tick Bundle
|
| Featured Individual Stocks |
| MSFT (Microsoft) |
| GOOG (Alphabet Inc Class C) |
| AMZN (Amazon.com) |
| AAPL (Apple) |
| FB (Facebook) |
| NFLX (Netflix) |
| TSLA (Tesla Inc) |
Historical ETF Tick Data
Historical Crypto Tick Data
| Cryptocurrencies Tick Bundles |
|---|
|
50 Most Active Cryptocurrencies Tick Bundle
|
| Featured Individual Cryptocurrencies |
| BTC (Bitcoin) |
| ETH (Ethereum) |
| LTC (Litecoin) |
| DOGE (DogeCoin) |
| BCH (Bitcoin Cash) |
| EOS (EOS) |
Updates
Each dataset is updated weekly, with the updated data available by Monday morning US Eastern Time .
All purchases come with 3 months of free updates with each purchase (thereafter, updates are $60 per year for individual tickers or $100 per quarter for bundles).
Stock/ETF Exchange Coverage
Stock and ETF and trades from the below 24 exchanges are aggregated into the consolidated tick data.
XASE (NYSE American - AMEX)
XNAS (NASDAQ OMX BX)
XCIS (National Stock Exchange)
FINRA (FINRA)
CQS (Consolidated Quote System)
XISX (International Securities Exchange)
EDGA (Cboe EDGA)
EDGX (Cboe EDGX)
XCHI (Chicago Stock Exchange)
XNYS (New York Stock Exchange)
ARCX (NYSE Arca)
XNGS (Nasdaq)
CTS (Consolidated Tape System)
OOTC (OTC Bulletin Board)
XOTC (OTC Bulletin Board)
PSGM (OTC Bulletin Board)
PINX (OTC Bulletin Board)
OTCB (OTC Bulletin Board)
OTCQ (OTC Bulletin Board)
IEXG (IEX)
XCBO (Chicago Board Options Exchange)
PHLX (Nasdaq PSX)
BATY (Cboe BYX)
BATS (Cboe BZX)
XBOS (NASDAQ BX Options/ETF)
Cryptocurrency Exchange Coverage
Cryptocurrency trades from the below 5 exchanges are aggregated into the consolidated tick data.
Coinbase
BitFinex
BitStamp
HitBTC
Kraken
Format
Datasets are in zipped csv files, with one year per zip file for downloading flexibility. Timestamps are US EST.
Error-Correction / Data Cleaning
All data is screened and corrected for 'bad' ticks (i.e. ticks with obviously corrupted data), out-of-sequence ticks, and duplicate ticks.
Defintion
Tick by tick trade data is the highest resolution historical trade data available. A tick represents a single trade and as such as a timestamp (including millisends), the trade price, volume of the trade, and the exchange the trade was executed on. As such, tick history data can provide the most insight into market micro-structures and provide the best data source for backtesting trading strategies.