Tick data files show each price fluctuation throughout the day, or each price 'tick'. We currently offer tick data on the following markets:
All of our data is ASCII formatted, comma delimited. A sample file is located here.
- S&P 500 Futures (each traded contract since 1982)
- NASDAQ 100 Futures (each traded contract since 1998)
- Dow Jones Futures (each traded contact since 1998)
- US Treasury Bond Futures - 30 Year (each traded contract since 1978)
Detailed Product Sheet
Uses for Tick Data
Most purchasers of tick data use the data for the backtesting of trading systems. Using data in tick by tick format allows the users to see each price
fluctuation throughout the trading day. You can also customize the time frame through your charting software. Users of TradeStation for instance can take
a tick data file and use that to create any time frame (1 min, 5 min, 15 min etc). This flexability makes tick data very popular for the testing of futures trading
If your software program accepts a comma delimited file then importing the data shouldn't be an issue. The most common software programs used with our
data include Omega Research's TradeStation and Super Charts, some verions of Meta Stock, Visual Basic, Visual C+, and Microsoft Excel.
We offer a portion of a tick data file that you can use for software compatibility. That file can be downloaded by clicking here.