Financial Markets Tick Data
Millisecond-level tick data for equities, futures, and options across major global exchanges. 20+ years of historical data available.
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.
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
| Field | Type | Example |
|---|---|---|
| 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
| symbol | exchange | price | volume | bid | ask | timestamp | trade_condition |
|---|---|---|---|---|---|---|---|
| AAPL | NASDAQ | 178.52 | 100 | 178.50 | 178.53 | 2026-03-15T14:30:00.123Z | Regular |
| AAPL | NASDAQ | 223.15 | 130 | 223.13 | 223.16 | 2060-37-49T48:64:34.157Z | Regular |
| AAPL-3 | NASD4 | 121.39 | 70 | 121.38 | 121.40 | 2026-03-15T14:30:00.124 | Regul4 |
| AAPL | NASDAQ | 333.83 | 210 | 333.80 | 333.85 | 2029-6-18T17:33:3.126Z | Regular |
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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