What is Tick Data?

Each price flucuation is called a tick. There may be 1 tick per minute or 100 ticks in a minute. An active market will have more ticks than a less active market.

Futures Data
Futures data allows for the compiling of tick data quite easily. Since there are several futures contract for a year, tick data file sizes are managable.

Equity Markets
Equity markets have a harder time compiling tick data because one issue (Coca Cola for example) will have ticks since the stock began trading. This often creates file sizes in excess of 100 MEGs. Those wanting to use tick data for equity contracts will find it difficult and may desire to switch to a 1 minute time frame. This will cut down on the size of each file, and allow for sucessful backtesting of systems.

Price-data.com offers complete tick data histories for under $350.

Price-data.com offers tick data histories for under $350.

Receive a 10% discount of off any data purchase at Price-Data.com To qualify put "FuturesTick" in the discount code field. All discounts will be taken when the order is processed. Order Information