Sold by: FactSet
Deployed on AWS
FactSet Tick History Solution offers 13+ years of L1 tick-level data and minute bar summaries from 300+ global venues, supporting quantitative analysis, back-testing, TCA, and compliance. Choose datasets for market event analysis or strategy development, covering asset types such as equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX.
Overview
FactSet Tick Data Overview
Access global tick-level market data with flexible, cloud-agnostic delivery, without needing to store terabytes of data. FactSet solutions enable fast and reliable data discovery and integration for analytics and research.
Key Features
-
FactSet Normalized Data
- Backward compatible over time
- Seamlessly join with other FactSet content (for example, corporate actions)
-
Efficient Discovery
- Filter trades by trade condition
- Time series of trades and quotes
- Point-in-time retrieval: pull quotes around trade time with multi-year lookback available
Coverage
- Source: FactSet real-time consolidated feed
- Exchanges: More than 300 global exchanges and contributed sources
- Historical Coverage: Over 13 years (most venues)
Data Types
-
Level 1 Tick-by-Tick
- Equities
- Futures
- Options
- Over-the-counter (OTC)
- Foreign Exchange (forex, FX, currency market)
- Trade and BBO quote messages
-
Minute Bars
- Equities
- Futures
- Trade and quote messages
Sample Data (Level 1 and Minute Bars)
Coverage: November 2024
History: 2024-11-01 to 2024-11-30
Venues
- Euronext Paris (PAR)
- B3 Sao Paulo Stock Exchange
Equities
- US: IBM, F, AAPL, GOOG, TSLA
- Australia: CBA, BHP
- London (LSE): HSBA, VOD
- Tokyo: 7203, 4307
- Swiss: NESN, COTN
- Singapore: J36
- Hong Kong: 700
Futures
- US: CL00, ES00, NQ00
- Hong Kong Futures Exchange: HSI00, CUSE00
- Sydney Futures Exchange: UB00, WMS00
- SGX Derivatives: NKS00, CN00
- Mexican Derivatives Exchange: M1000, IPC00
- OMX Nordic Exchange: OMH500, OMS300
Additional Level 1 Coverage
- Options: MSFT
- OTC: US OTC MARA594280, US OTC RE5271996, Brazil OTC PTRB4995269
- Foreign Exchange: USDDKK (Danish Krone), DKKUSD (DKK/USD)
Details
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You can now purchase comprehensive solutions tailored to use cases and industries.
Features and programs
Financing for AWS Marketplace purchases
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Pricing
This product is available free of charge. Free subscriptions have no end date and may be canceled any time.
Additional AWS infrastructure costs may apply. Use the AWS Pricing Calculator to estimate your infrastructure costs.
Vendor refund policy
No refunds are allowed
Legal
Vendor terms and conditions
Upon subscribing to this product, you must acknowledge and agree to the terms and conditions outlined in the vendor's End User License Agreement (EULA) .
Content disclaimer
Vendors are responsible for their product descriptions and other product content. AWS does not warrant that vendors' product descriptions or other product content are accurate, complete, reliable, current, or error-free.
Delivery details
AWS Data Exchange (ADX)
AWS Data Exchange is a service that helps AWS easily share and manage data entitlements from other organizations at scale.
Additional details
You will receive access to the following data sets.
Data set name | Type | Historical revisions | Future revisions | Sensitive information | Data dictionaries | Data samples |
|---|---|---|---|---|---|---|
Tick History Sample | All historical revisions | All future revisions | Not included | Not included | ||
Tick History Min Bars Sample | All historical revisions | All future revisions | Not included | Not included |
Resources
Vendor resources
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