| Condolidated (5 Exchanges) Level 2 Data | ||||||
|---|---|---|---|---|---|---|
| Includes 5 Exchanges: Nasdaq, NYSE OpenBook, NYSE Arca, Bats, Direct Edge | ||||||
| Daily Updates £2750 per subscription quarter (end-of-day session updates via FTP) | £2750 | |||||
| 1 year Historical Data (Physical Shipment Only - Min 30 Day Delivery) | Jan 2011 -> Current | £5995 | ||||
| 2 years Historical Data (Physical Shipment Only - Min 30 Day Delivery) | Jan 2010 -> Current | £9495 | ||||
| 3 years Historical Data (Physical Shipment Only - Min 30 Day Delivery) | Jan 2009 -> Current | £13995 | ||||
| Consolidated (14 Exchanges) Level 1 Data | ||||||
| Includes: NYSE AMEX, NASDAQ OMX BX, National Stock Exchange, International Securities Exchange, Direct Edge A, Direct Edge X, Chicago Stock Exchange, New York Stock Exchange, NYSE Arca, NASDAQ OMX, CBOE Stock Exchange, NASDAQ OMX PSX, BATS Y-Exchange Inc., BATS Exchange, Inc. | ||||||
| Daily Updates £1495 per subscription quarter (end-of-day session updates via FTP) | £1495 | |||||
| download | physical shipment | |||||
| 1 year Historical Data | Jan 2011 > Current | £1995 | £2295 | |||
| 2 years Historical Data | Jan 2010 > Current | £3495 | £3795 | |||
| 3 years Historical Data | Jan 2009 > Current | £4995 | £5295 | |||
| Nasdaq TotalView complete ITCH 3.0/4.0 sessions | ||||||
| Sample - Click here to download Files are in 7z format you will require a compatible unarchiving application to open - we suggest: http://www.7-zip.org/ |
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| Daily Updates £750 per subscription quarter (end-of-day session updates via FTP) | £750 | |||||
| download | physical shipment | |||||
| 1 year Historical Data | Jan 2011 -> Current | £1250 | £1550 | |||
| 2 years Historical Data | Jan 2010 -> Current | £2395 | £2695 | |||
| 3 years Historical Data | Jan 2009 -> Current | £3495 | £3795 | |||
| 4 years Historical Data | Jan 2008 -> Current | £4595 | £4895 | |||
| 5 years Historical Data | Jan 2007 -> Current | £5595 | £5895 | |||
| 10 years Historical Data | Jan 2002 -> Current | £9995 | £10495 | |||
| NYSE Open Book | ||||||
| Daily Updates £995 per subscription quarter (end-of-day session updates via FTP) | £995 | |||||
| download | physical shipment | |||||
| 1 year Historical Data | Jan 2011 -> Current | £1650 | £1950 | |||
| 2 years Historical Data | Jan 2010 -> Current | £3295 | £3595 | |||
| 3 years Historical Data | Jan 2009 -> Current | £4795 | £5095 | |||
| 4 years Historical Data | Jan 2008 -> Current | £5995 | £6295 | |||
| 5 years Historical Data | Jan 2007 -> Current | £6995 | £7295 | |||
| Arca Book Equities | ||||||
| Daily Updates £995 per subscription quarter (end-of-day session updates via FTP) | £995 | |||||
| download | physical shipment | |||||
| 1 year Historical Data | Jan 2011 -> Current | £1650 | £1950 | |||
| 2 years Historical Data | Jan 2010 -> Current | £3295 | £3595 | |||
| 3 years Historical Data | Jan 2009 -> Current | £4795 | £5095 | |||
| 4 years Historical Data | Jan 2008 -> Current | £5995 | £6295 | |||
| 5 years Historical Data | Jan 2007 -> Current | £6995 | £7295 | |||
| BATS | ||||||
| Daily Updates £595 per subscription quarter (end-of-day session updates via FTP) | £595 | |||||
| download | physical shipment | |||||
| 1 year Historical Data | Jan 2011 -> Current | £995 | £1295 | |||
| 2 years Historical Data | Jan 2010 -> Current | £1895 | £2195 | |||
| 3 years Historical Data | Jan 2009 -> Current | £2795 | £3095 | |||
| Direct Edge | ||||||
| Daily Updates £595 per subscription quarter (end-of-day session updates via FTP) | £595 | |||||
| download | physical shipment | |||||
| 1 year Historical Data | Jan 2011 -> Current | £995 | £1295 | |||
| 2 years Historical Data | Jan 2010 -> Current | £1895 | £2195 | |||
| 3 years Historical Data | Jan 2009 -> Current | £2795 | £3095 | |||
Entire Market Packages
Good quality historical tick data is the lifeblood of successful financial modelling. Automated Trader are pleased to offer a range of data packages offering extensive coverage of US equity markets.
Packages now include individual 'entire market' Level 2 historical data packages for Nasdaq, NYSE Open Book, Arca, BATS and Direct Edge, together with a consolidated Level 2 data package of those five exchanges. We're also offering a consolidated Level 1 package of fourteen US equity trading venues including:
NYSE AMEX, NASDAQ OMX BX, National Stock Exchange, International Securities Exchange, Direct Edge A, Direct Edge X, Chicago Stock Exchange, New York Stock Exchange, NYSE Arca, NASDAQ OMX, CBOE Stock Exchange, NASDAQ OMX PSX, BATS Y-Exchange Inc., BATS Exchange, Inc.
Delivery
Depending on the package you choose, data can be supplied via download or physical shipment on internal hard disk drive. Please note, the current lead time on our 5 Exchange Consolidated Level 2 package is approximately one month, and because of the volume of data it's only available for physical shipment. All other packages are usually shipped in less than 48 hours.
Subscription
So you can keep your database up to date, there's now an end-of-day update service via ftp download on a quarterly subscription basis for each individual data package.