Equity Data
One-Minute Equity Database
Equity pricing is based on the total number of years of data purchased. Multiply
the number of symbols by the number of years desired.
- Symbol per year $15
- Full One-Minute Equity Database $48,000
One-Minute Equity Data Baskets (per year):
- Dow Jones 30 Industrials: $400
- NASDAQ 100, OEX, Pick 100: $1,000
- S&P 500, Fortune 500, Pick 500: $4,000
- Russell 1000, Pick 1000: $6,000
- Complete Database: $7,000
Minimum order $200
OMED Monthly Updates
One year of monthly updates for One-Minute Equity Data is $100 + $10/symbol. Volume
discounts are available. Equity updates are generally sent within 5 business
days of month’s end. The cost to update the entire One-Minute Equity Database
on a monthly basis is $7,000/year.
U.S. Tick Equity Data
The U.S. Tick Equity Database (TED) is a database of structured, validated, and cleaned
trade and quote data built from the NYSE’s TAQ market data product. The database includes
trade and quote data on all NYSE, AMEX, NASDAQ, and regional issues from January 1, 1993
to present. Split and TickerMappingsm information is included. Data can be purchased in its
entirety, by year, or by symbol-year. One year of the database contains all symbols and
data traded within that year.
- Complete U.S. Tick Equity Database: $78,000
- One Year: $14,400
- Two Years: $25,200
- Three Years: $36,000
- Four Years: $43,200
- Five Years: $50,400
- U.S. TED by symbol-year: $24/symbol/year
As an add-on to the TED, we also offer a database of symbols that were
components of the Russell 3000 at some point since January 1, 1993, but
are no longer traded due to corporate actions and/or bankruptcies. This
information is vital to any investor who does not want their results
skewed by survivor bias.
Minimum order $990
Survivor Bias-Free Database add-on: $10,000
U.S. TED Monthly Updates
The cost of monthly updates for the complete Tick Equity Database is equal to the cost of
one year of the client’s data set. Includes monthly updates of stock-split and TickerMapping information.
London Stock Exchange (LSE) & Frankfurt (XETRA) Tick Equity Data
The LSE TED contains all equities traded on the London Stock Exchange. The XETRA TED
contains all equities traded electronically on Frankfurt’s
XETRA system. Both databases begin January 1, 2003. The data is
exchange-sourced, cleaned, and validated, as with all TED products.
- Complete LSE or XETRA TED: $25,000
- One Year: $12,000
- Two Years: $20,000
- Each Additional Year: $6,000
- LSE and XETRA TED by symbol-year: $20/symbol/year
Example: 6 months of 80 symbols is 40 years
London and XETRA TED Monthly Updates
The cost of monthly updates for the complete London Tick Equity Database
is equal to the cost of one year of the client’s data set. Includes monthly updates
of stock-split and TickerMapping information.
Toronto Stock Exchange (TSX) Tick Equity Data
The Toronto TED contains all equities traded on the Toronto Stock Exchange
from January 1, 2001 to present. The data is exchange-sourced, cleaned,
and validated, as with all TED products. Data can be purchased in its entirety,
by year, or by symbol-year. One year of the database contains all symbols and
data traded within that year.
- Complete Toronto TED: $20,000
- One Year: $6,000
- Two Years: $10,500
- Three Years: $15,000
- Four Years: $18,000
- Each additional year: $3,000
- Toronto TED by symbol-year: $15/symbol/year
Example: 6 months of 80 symbols is 40 years
Toronto TED Monthly Updates
The cost of monthly updates for the complete Toronto Tick Equity Database is
equal to the cost of one year of the client’s data set. Includes monthly
updates of stock-split and TickerMappingsm information.
Deutsche Boerse Equities
Borsa Italiana Equities
Euronext Equities
Madrid Equities
Japan Equities
Tick Options Data
One-Minute Options Data
Minimum Order $990
Please
note that users of the Data Center are required to sign a licensing agreement
that details permitted uses of the data. Generally, these agreements prohibit
users from re-vending or otherwise distributing the data they purchase from the
Center. For more information on the IFM's Data Center, please e-mail
data@theIFM.org
or call 202.223.1528.
Prices subject to change without notice.
