TICKS by SIX is an expansive database of trades and quotes from the world’s most important trading venues. Tick history is available back to June 2007, and three separate delivery platforms provide options for added value content as well as data selection and delivery options that allow clients to pinpoint the content needed, maximizing cost efficiency while minimizing onsite processing and storage investments.
The three TICKS by SIX delivery platforms are differentiated in several important ways:
- Unadjusted data with factors for historical and/or daily updates, with customized content, flexible output formats and compression in the SIX binary, real-time data feed format.
- More granular content selection options down to individual instruments and individual fields, with selection of specific historical chunks that allows clients to specify month, day and time range for any request. Delivery is available in the SIX binary format as well as in CSV files that can be output to Amazon S3 cloud or pushed directly to client FTP servers.
- Pre-processed data selected by symbol and exchange that includes adjusted data, rollups, synthetic millisecond timestamps, calculated fields and more. Data is available in the SIX binary format, a proprietary normalized format and client specific formats, and is accessible as files and streams via web tools, FTP and a REST API.