Home > XigniteTicks


XigniteTicks offers customizable big data tick solutions for in-depth quantitative research and analysis. With several years of comprehensive trades and quotes data available, you can define the historical date ranges for the data that you want, and even schedule a nightly recurring request to receive all trades and quotes for the prior day for an exchange. In addition, you can pinpoint the specific instruments and data fields of interest, as well as how you want your delivered.


Key Features

  • Historical Level 1 data available starting January 1, 2008
  • Data available nightly after markets close
  • Analytic and other derived data such as VWAP, PE ratio, 52-week high
  • Customizable big data downloads that filter by trading symbol, exchange, and datetime
  • RFC 4180-compliant CSV (comma-separated values) format compatible with Excel and other applications
  • File output available Zip and GZip compressed, delivered via FTP or Amazon S3
  • On-demand and scheduled file downloads
  • On-demand APIs that filter by trading symbol, market center, quote condition, and datetime
  • API support for SOAP/REST, CSV, JSON, and XML


Data Coverage At-A-Glance

Equities across all major U.S. exchanges.

  • Trades and quotes for every major US exchange including: NASDAQ, NYSE, OTCBB
  • Trades (no quotes) for OTC Markets

Need data outside of the U.S.? Take a look at our global ticks file.
Key Data Points

  • Symbol
  • Datetime
  • Quotes: Bid/ask price, bid/ask quantity
  • Trades: Trade price, trade quantity, quote condition
  • Markets: Market center, sub market center
  • End-of-day pricing: Open, High, Low, Close, Last, Volume
  • Analytics: VWAP, TWAP


Contact sales