This FAQ area was created to answer common queries about our data products and services. We hope this assists you in understanding what we can offer.
What is historical data?
Historical data is the historical record of trading in a financial instrument. It can represent the historical trading over many different intervals and time resolutions. For example, data can represent weekly, daily, intra-day, tick and bid offer intervals. Having this data can allow an individual to chart, back test and analyse financial instruments as well as other datasets such as economic data.
What data intervals and resolutions do you provide?
What types of data file format do you support?
We can provide datasets from best bid and best offer (inside market), tick data, intra-day data, daily data et al.
- Bid Offer Data
- Tick Data
- Intra-day Data 1 minute to 60 minute data
- Daily EOD, end-of-day data.
- Weekly Data
- Monthly Data
- Quarterly Data
We typically provide data in comma delimited ASCII with either a .txt or .csv file extension. This is the standard which allows users the ease and compatibility to import data into third party or proprietary charting, analysis or database software.
What asset classes and financial instruments can you provide?
The format within each ASCII file is comma delimited, separating the data fields. The data fields themselves are usually dependant on the specific instrument data type and time interval of the dataset.
For example, a 1 minute equity data might look like...
YYYYmmdd, HH:MM, Open, High, Low, Close, Volume
Whereas a Forex Bid Offer datasets might look like this...
YYYmmdd, HH:MM:SS, Bid, Offer
Whereas a Forex tick data or Futures tick data dataset might look like this...
YYYYmmdd, HH:MM:SS:sss, Tick
How much history and how far back do your historical datasets go?
We cover historical data many different asset classes. Example covered asset classes...
- Forex, Foreign Exchange and Currency Data
- Futures and Commodity Data
- Equity Stock Data
- ETF Data
- Mutual Fund Data
- Cash Index Data
- OTC (Non-Exchange traded) Data
- Fundamental Data on Corporations
- Economic Data
- ETF Data
- COTT Data
- Forex Carry(Cost of Carry) Rate Data
The amount of history and start dates depend on the specific instrument or asset class as well as the specific interval and resolution of the data. Please contact us for instrument specifics, and detail the time interval and resolution you are looking for.
What is the level of quality of your data?
Our historical datasets are some of the best available in the world. We are quantitative traders and researchers first and foremost and as a result of our own needs over the decades, have become data experts. In the world of quantitative trading and investing, historical data aggregation and management has become a subject onto itself.
How much is your data and how can I purchase it?
How often can you update the datasets? Do you offer real-time data feeds?
We offer significant price breaks and discounts based on the aggregate amount of data being purchased. The resolution and time interval can effect pricing as well. As a result everyone's data needs are different and complex. If you contact us with your specific data needs and the details of what the order might look like, we can work with you as best we can on pricing the order out for you. Contact Us...
The frequency by which we can offer you an update to your historical datasets is dependant on the asset class and interval of data. Some datasets can be updated upon request but not more frequent than monthly, while some of our daily datasets can be updated after exchange close in the evening via our download software. Please feel free to contact us with any questions.
Do you clean your data?
Overly cleaned data is a very serious subject for us. Data providers often clean bad but real data points from their historical datasets, and in effect create a dataset that never existed. We do not do this and feel it is important that the customer make efforts to flag and handle the reality of a bad real-time broadcast price quotes, so that simulated and real-time algorithms match going forward.
Where do you source your data from?
We source data from everywhere. Directly from exchanges, to specific data partners. We strive to get the very best datasets available for our clientΓ¨le.
Since total global dealings and trades of certain over-the-counter derivatives as well as currency foreign exchange are not aggregated from a centralized exchange, we have overcome this unique issue with great expertise and an accurate solution.