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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

Access Methods

API, Bulk Download

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

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