Historical Tick Data

​Tick History

With over 30 years of historical tick data, our archive offers unmatched depth and breadth. Cleaned, structured and normalised, our high-quality data supports fast, consistent analysis – helping you uncover patterns, inform trading strategies, and act with confidence.

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  1. Overview
  2. Features & benefits
  3. Solutions & access options
  4. Power your use cases
  5. Insights
  6. FAQs
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Hunting for alpha, you need clues. We have over 100 trillion rows of them.

Markets are moving faster than ever – reflected by the exponential growth of market data volumes. This scale can strain a firm’s ability to record, store, and manage market data efficiently, making it harder to generate alpha, improve transaction cost analysis (TCA), deploy AI/ML models, run accurate backtests and more.

LSEG Tick History provides the depth, quality and global coverage needed to overcome these challenges. It delivers a complete, consistent view of decades of intraday trades, quotes and market‑depth data across hundreds of venues – enabling scalable, enterprise‑grade analytics.

Choose normalised, raw, parquet, delta, or CSV formats, and deploy on-prem, in the cloud with our shared storage models on AWS and GCP, or in hybrid environments – all without compromising performance, control, or data quality.

And for even greater precision, Tick History – PCAP provides high‑fidelity packet‑capture data with GPS ‑synchronised, nanosecond timestamps – ideal for advanced modelling and strategy refinement.

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Features & benefits

Over 30 years of market depth and breadth

580+ global venues and contributors, with both level 1 and level 2 data reaching back as far as January 1996.

80+ petabyte storage footprint

Capturing over 100 trillion rows of data, covering instruments across all asset classes.

Normalised or raw format availability

Choose normalised format for consistency between each exchange and venue, or if you prefer, raw formats to meet your bespoke processing and engineering requirements.

Cloud‑native access and analytics

Access and interact with Tick History using a range of cloud platforms including Google BigQuery and AWS S3, as well as within analytics environments such as Databricks, reducing data movement, simplifying integration and supporting large-scale analytics workflows.

Custom extract service

Ability to precisely select the instruments, fields, and time periods you need, and schedule generation of reports at a time to suit your business processes.

A large array of trade qualifiers on each venue

Ensures precision on data queries and throughout financial/trading models.

Aligned to LSEG’s data model

Tick History is standardised to our unified symbology and data model for effortless integration across platforms and datasets such as reference data, machine readable news, and more.

Robust global support

24/7 global support and guidance from our trusted experts, collaborating to solve your complex business challenges.

Solutions & access options

LSEG Tick History provides flexible ways to access and analyse historical market data, whether you need targeted instrument-level extracts, complete venue datasets, cloud-native access, or direct querying capabilities.

Explore the options that best matches your workflow below. If you have specific requirements beyond the standard options, contact our team to discuss available delivery models.

Power your use cases

Deploy Tick History flexibly across your enterprise

Latest Insights

Video Series: Cloud-Based Tick History, Supercharged with AI

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Delta Parquet: Accelerating innovation by optimising for big data

Delta Parquet boosts big data speed by 34x, cuts costs by 99%, and powers AI, ML, and analytics at scale for financial services.
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FAQs

  • LSEG Tick History is a comprehensive archive of over 30 years of global intraday trading activity. It includes trades, quotes and market‑depth data across 580+ venues, supporting quantitative analysis, model development, backtesting, regulatory workflows and more.

  • Tick History provides normalised or raw intraday data, while Tick History – PCAP offers high‑fidelity packet‑capture data with GPS‑synchronised, nanosecond‑level timestamps sourced directly from exchanges. PCAP is ideal for precision modelling, microstructure analysis and advanced execution research.

  • You can access Tick History:

    • By Instrument – API : Through custom API-based extractions. Select the instruments, data fields and date ranges you need, with the option to automate and schedule recurring deliveries.
    • By Venue – Bulk: Access complete venue-level datasets delivered as files for large-scale storage, ingestion and analysis workflows.
    • By Venue – Share: Access venue-level datasets directly within your preferred cloud environment, eliminating the need to move or manage large volumes of historical data.
    • By Venue – Query: Powered by Google BigQuery, this approach enables rapid analysis across decades of market activity while allowing teams to work with the data where it resides.

    Our range of options support on‑prem, hybrid and cloud‑native workflows. If you have specific requirements beyond the standard options, contact our team to discuss available delivery models.

  • Yes. Tick History offers a Custom Extract Service, allowing you to select the exact instruments, fields and date ranges you need. You can also schedule extracts to run automatically to align with your internal processes.

  • The archive reaches back to January 1996, covering over 30 years of data across both Level 1 and Level 2 depth.

  • Yes. Tick History can be delivered in a normalised format, aligned to LSEG’s unified symbology and data model for consistency across venues and integration with other datasets. Raw formats are also available if you prefer full control over your own processing.

  • Tick History supports a wide range of front, middle and back‑office activities, including:

    • Strategy development & backtesting
    • AI/ML model training and validation
    • Execution modelling & TCA
    • Surveillance, market‑abuse monitoring and best‑execution oversight
    • Regulatory reporting, audit and dispute resolution
    • Recordkeeping and data governance

  • Not necessarily. Several of our cloud‑based delivery options including ‘By Venue – Query’ and ‘By Venue – Share’ allow you to analyse data directly in the cloud without downloading or managing large datasets yourself.

  • Yes. Through our S3 Direct service, you can also access complementary datasets, including Quantitative Analytics and Filings, enabling cross‑dataset research and deeper insight across your data estate and all of it is via the shared storage model.

  • LSEG provides 24/7 global support, with experts available to help you solve complex data challenges, optimise workflows and ensure you get the full value from the dataset.

  • You can request details directly via the ‘Request details’ buttons on the webpage. If you’d like to explore custom options or see what’s possible beyond the standard delivery methods, you can also speak with our team.

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Customer Consulting

Solve your complex business challenges with the support of our trusted experts 

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