Frequently Asked Questions
Who Are We?
TickHistory is owned and operated by FirstRate Data LLC. To provide customers with the highest-resolution tick data we decided to launch a separate service due to the very different features (most notably the dataset size) of tick data.
What Is The Service Offering?
TickHistory is specifically for providing historical US equity tick data. The historical archive starts in 2010 and is updated daily, approximately 6 hours after the close of trading.
Is There Sample Data Available?
Yes, please download this SAMPLE to review the data and the format.
What Is the Market Coverage?
We carry historical tick data for over 4500 tickers starting in 2010. We currently only cover US Equities (stocks and ETFs).
Do you offer Trade and Quote data?
We both Trade (ie executed trades) and NBBO Quotes (Level 1 data). We do not carry Level 2 or Level 3 quote data.
How is the data delivered?
The datasets are delivered as zip compressed csv files, with a single zip archvive file containing 12 months of data. For example, requesting MSFT-2020-Trade will deliver as single zip file of 12 months of MSFT trade tick data.
How often are the datasets updated?
The data is updated daily with updates available by 02:00 am EST for the prior day's trading. To make updating the datasets convenient we provide files for the prior day as well as the current week and current month.
How large are the files?
The annual trade data files (such as MSFT-2019) are typcially between 25MB - 750MB in zip archives, and 250MB - 7GB uncompressed. Each zip archive contains csv files for each month (eg the MSFT-2019 zip file contains 12 individual csv files for each month).
The quote files are larger - usually 2x-5x the size of the trade data files.
How is the data accessed?
There are two methods to access the data. Via API or Web interface.
The API allows requests for annual archives or daily updates (note that the API returns a zip file of csv formatted data and not raw data).
Using the web interface you can navigate to your selected ticker and download select the required file(s) as below:
Are there download limits?
Yes, you are limited to downloading 5000 annual ticker files each month. A file is one year of data for a ticker, so that AAPL-2020-TradeData is a single file (therefore, you can download a full 10 year history for trade data for 500 tickers each month).
Note that updates do not count towards the download limit, so you can download unlimited daily, weekly or monthly updates files to keep your dataset current.
What exchanges are covered?
Trade and Quote data is sourced and aggregated for the below 12 exchanges:
International Securities Exchange
Are delisted tickers available?
No, currently, we only carry active tickers.
Do you provide real-time data?
No, we only provide historical tick data which is updated at the end of each trading data.