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Stock Prices

Tick History

Granular tick-level trade and quote data for deep market microstructure analysis.

Source

Consolidated Tape (CTA/UTP)

Update Frequency

Tick-by-tick

History

Multiple years

Available on All Plans

Access this data starting at $150/mo with our Individual plan. Free trial available.

Request Enterprise Access

Included Data Points

Trade PriceTrade SizeQuote BidQuote AskMicrosecond TimestampsExchange CodesCondition Codes

Key Features

  • Tick-by-tick trades
  • NBBO quotes
  • Microsecond timestamps
  • Full depth of book
  • Bulk downloads

Common Use Cases

  • Market microstructure research
  • Transaction cost analysis
  • High-frequency strategy development

Frequently Asked Questions

Yes, Dark Pool data is available in the Stock Price Tick History product.

Yes.

Ticks, as well as 1, 5, 10, 15, 30, and 60 minute bars.

History for trades dates back to 2023-09-01.

Tick history is sourced from all US exchanges and includes all volume.

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