Historical Tick Data from Automated Trader Magazine

Good quality historical tick data is the lifeblood of succesful financial modelling.  The AT Data Portal gives you access to data at varying granularities across equities, futures, bonds, money markets and FX.   In all, there are thousands of instuments from more than eighty exchanges and data sources, with new sources in the pipeline.

Data is available for download direct from the AT Data Portal at granularities from daily bars with or without volume and open interest, all the way down to time & sales data complete with volume. In addition we now have full Depth of Book data across the entire Nasdaq stock market back to January 2005 available to order now.  Other selected markets are available on special request.

Tick data for futures can include all bids/offers and traded prices with the option of including the traded volume at each price.

To order your data, either select one of the pre-built entire market packages , or follow our simple three step process to select instruments individually from the Data Portal below.....

1. Browse and select your tick data, adding it to your cart as you go.
2. Choose the data type (granularity) and start/end dates for your selected items
3. Review your selection, then click to confirm your purchase.

Once your order has been submitted we will process your order and send you an email giving you specific details of how to download your data.  We aim to complete most orders within twenty four hours, however large orders may take longer.  Orders selected indiviadually from the data portal up to 1GB in size can be downloaded directly from the website.  Larger orders will be sent priority delivery on DVD.  Nasdaq Entire market orders can be downloaded or shipped on HDD.