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.
Features & benefits
580+ global venues and contributors, with both level 1 and level 2 data reaching back as far as January 1996.
Capturing over 100 trillion rows of data, covering instruments across all asset classes.
Choose normalised format for consistency between each exchange and venue, or if you prefer, raw formats to meet your bespoke processing and engineering requirements.
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.
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.
Ensures precision on data queries and throughout financial/trading models.
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.
24/7 global support and guidance from our trusted experts, collaborating to solve your complex business challenges.
Solutions & access options
LSEG Tick History gives you the flexibility to access and analyse historical tick data in the way that best suits your workflows – from Web/API extracts to high‑fidelity PCAP, cloud-based analysis, querying, and shared-storage delivery models.
Explore our standard options below, and if you’d like to explore what’s possible beyond these, request details to speak with our team.
Tick History – S3 Direct
Access our full historical market data and point‑in‑time updates for Tick History and Tick History – PCAP through LSEG’s S3 Direct Parquet service on AWS. This cloud‑based delivery provides seamless data capture, storage, and management at scale, with persistent, high‑performance access directly within your S3 environment for analysis and operational workflows.
You can also work with additional datasets – including Quantitative Analytics and Filings data – through the same service, enabling unified analysis across your data estate. With lower total cost of ownership and efficient, reliable storage, you can easily share, query, and extract insights to support research, modelling, and business growth.
Tick History – Databricks
LSEG Tick History is available on the Databricks Marketplace via OpenSharing, enabling organisations to access more than 30 years of normalised historical market data directly within their Databricks environments. By reducing data movement and simplifying integration, firms can work with historical market data more efficiently while maintaining centralised governance and control.
Combining Tick History with the Databricks Data + AI Platform enables organisations to analyse and interact with decades of intraday trades, quotes and market-depth data at scale.
This supports use cases ranging from quantitative research and backtesting to transaction cost analysis, model development and AI-driven analytics, helping firms accelerate insights within a unified cloud environment.
Tick History – PCAP
LSEG Tick History – PCAP delivers global, cross‑asset PCAP data with GPS‑synchronised nanosecond timestamps sourced directly from exchanges, providing the high‑fidelity insight needed for modelling, strategy refinement, and end‑to‑end analysis. The dataset is available through multiple formats and delivery mechanisms, including Tick History Workbench — our analytic environment for data queries, exploration, and visualisation.
Tick History – Query
LSEG Tick History – Query, powered by Google® BigQuery™, gives you fast, direct access to LSEG’s full historical tick dataset without needing to download or manage any data. Queries that once took hours now run in minutes. With Vertex AI integrated into BigQuery, you can also uncover patterns, analyse sentiment, and build smarter models, all without writing code, enabling rapid backtesting, anomaly detection, and trend forecasting directly in the cloud.
Instrument & Venue Access via Web/API
Access LSEG Tick History through a web interface or API, using either instrument‑based extracts or venue‑by‑day files. Choose the instruments, data fields, and time periods you need, with the option to schedule extracts to run automatically. For full‑venue coverage, download venue‑by‑day files containing every tick for all instruments traded on a specific venue on a specific day, and load them into your cloud or on‑premises systems.
Power your use cases
Deploy Tick History flexibly across your enterprise
Front Office
High‑quality, high‑precision coverage for alpha generation, execution performance, and market insight.
- Strategy development & backtesting: Use tick‑by‑tick data to build robust trading strategies, test algorithmic models, and validate AI/ML signals.
- Quantitative research & analytics: Perform deep market analysis, develop proprietary models, and uncover actionable insights from microstructure‑level data.
- Market microstructure & liquidity analysis: Assess spreads, depth, queue dynamics, order‑book behaviour, and venue characteristics.
- Execution modelling & optimisation: Refine algorithms, smart order‑routing logic, venue selection frameworks, and cost‑efficient execution paths.
- Market‑making & pricing models: Support quoting behaviour, fair‑value estimation, and intraday pricing accuracy.
- Client & execution analytics: Deliver TCA, execution insights, and performance commentary.
Middle Office
Neutral, audit‑ready historical data with full transparency for oversight, supervision, and performance evaluation.
- Surveillance & market abuse monitoring: Reconstruct events, detect unusual behaviour, and identify patterns for prevention.
- Best execution & TCA oversight: Perform regulatory‑grade TCA, including order‑book recreation and microstructure analysis, to meet best‑execution obligations and improve trading efficiency.
- Model validation & governance: Stress‑test and validate risk, pricing, and execution models using historical behaviour.
- Venue quality & benchmarking: Compare execution performance across markets, liquidity pools, and algorithmic strategies using complete historical transparency.
Back Office
Regulatory grade data standards that provide confidence in reporting, record keeping, and operational accuracy.
- Regulatory reporting & compliance: Support regulatory reporting and compliance requirements across global jurisdictions.
- Audit & dispute resolution: Reconstruct trades and market conditions for internal or external investigations.
- Record keeping & data governance: Maintain mandated historical archives of market activity with full auditability.
- Trade reconciliation: Validate internal systems, broker reports, and custody or trade records.
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