Tick Data

Discussion in 'Data Sets and Feeds' started by The_End, Oct 17, 2008.

  1. The_End


    If anyone has used Tick Data data (http://www.tickdata.com/), I am interested in your opinion of the quality of their data.

    Thank you.
  2. The_End


    Bump. Anyone who has tried it, I'd be interested in hearing about your experience with it.
  3. The_End


    Could someone please post their experience with Tick Data?

  4. The_End


  5. Can only speak for the futures data. Good quality and accomodative customer service. Although they do some sort of filtering it would probably behoove you to do your own pre-processing so that your data ultimately satisfies your particular requirements.
  6. One


    I have used TickData's intra-day data extensively and compared it to that of other providers. For my purposes, tick data was superior in most cases, but this may or may not be the case for your analysis, i.e., you want to find a good match between how you analyze the markets and the algorithms used to clean the data. As an example, you may agree with the reasons a provider removed or changed the time stamp of a particular tick that is a new high, but if your analysis is based on everyone else watching a high that is reported by the majority of other providers, you may actually prefer data with the errant tick.

    Tickdata.com provides a white paper explaining their approach, how they decide to include, exclude, or adjust the timing of prints.

    CQG is also a good provider and includes a code that shows why a tick was removed or retained after cleaning. CQG was willing to provide a sample that overlapped data from other providers, which made comparison tick by tick easy. I use their data as well.
  7. The_End


    That was very helpful. Thanks to both of you.
  8. I have several years of intraday futures data saved in Sierracharts mnd format. The data originally came from IB. Does anyone know if it's legal for me to trade or give (not sell) the data to others?