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FactSet Tick History DataFeed

Data Feed by FactSet

Added to Marketplace: September 30, 2019


Access consolidated tick data from over 200 global exchanges across all major asset types for a custom list of symbols. For a given time period chose to receive all tick data or specific intervals to fit unique needs.

Reduce development time by powering proprietary and third-party applications with normalized tick data from a unified data model. Customize the list of fields based on specific requirements, such as exchange provided Price, Volume, Bid, Ask and FactSet calculated VWAP and Cumulative Volume.

Receive end-of-day tick data on a scheduled basis in CSV format delivered via SFTP. Files are sent based on specific queues to ensure timely updates for global markets.

Data Feed Coverage

Data Feed Details

FactSet’s Tick History DataFeed provides cost-effective access to consolidated real-time and delayed global exchange data. Proprietary technology normalizes data from over 200 global exchanges and across 47 tick history fields. Asset types integrated include equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates. History is available for trades and all quotes or trades and associated quotes. Clients can choose the interval of the trades and quotes. A rolling two years of history is available for trades and associated quotes and a rolling one year of history is available for all quotes. Options are available for 30 days.

Firm Information

FactSet creates data and technology solutions for investment professionals around the world, providing instant access to financial data and analytics that investors use to make crucial decisions. We combine our unique proprietary datasets, your in-house data, and third-party unstructured data to help you see and seize opportunity sooner.

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