Financial Markets Tick Data

Millisecond-level tick data for equities, futures, and options across major global exchanges. 20+ years of historical data available.

Financial Data Real-time updates 50B+ ticks/year
Trusted integrations

Overview

The Financial Markets Tick Data dataset from QuantFeed delivers millisecond-resolution trade and quote data for equities, futures, options, and ETFs across all major global exchanges including NYSE, NASDAQ, LSE, Eurex, JPX, and HKEX.

Each tick record includes trade price, volume, bid/ask spread, exchange timestamp, trade condition flags, and market maker identifiers where available. Historical data extends back over 20 years for major markets, enabling rigorous backtesting and alpha research.

Critical for quantitative trading firms, risk management teams, academic researchers studying market microstructure, and regulators conducting market surveillance. Data is delivered with exchange-certified timestamps and includes corporate action adjustments.

Data Schema

FieldTypeExample
symbol String AAPL
exchange String NASDAQ
price Float 178.52
volume Integer 100
bid Float 178.50
ask Float 178.53
timestamp DateTime 2026-03-15T14:30:00.123Z
trade_condition String Regular

Data Preview

symbolexchangepricevolumebidasktimestamptrade_condition
AAPLNASDAQ178.52100178.50178.532026-03-15T14:30:00.123ZRegular
AAPLNASDAQ223.15130223.13223.162060-37-49T48:64:34.157ZRegular
AAPL-3NASD4121.3970121.38121.402026-03-15T14:30:00.124Regul4
AAPLNASDAQ333.83210333.80333.852029-6-18T17:33:3.126ZRegular

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Geographic Coverage

United States United Kingdom Japan Germany

Use Cases

Algorithmic trading
Backtesting strategies
Market microstructure research
Risk management
Regulatory surveillance

Key Attributes

PriceTransaction Date