Dataset Name: six_ticks
Group: market_data
Vendor: Six Group
Data Starts at: 2007-01-01 00:00:00
Symbol Set: Equities
Asset Class: Equity,ADRs,ETFs,Fixed Income,Options,FX,Futures
Data Update Frequency: intraday
Ticks By SIX
Get access to the SIX daily tick service
Delivering all recorded ticks for a particular source for a given day.
Available for all real-time and end-of-day exchange sources, as well as tick history going back to 2007 in a consistent format.
Connecting You to the Global Markets
The multiplicity and variety of trading venues is a challenge for financial institutions.
Our stream of market quotes comes from the broadest range of sources. The data is delivered in real-time, intraday, end-of-day and time series formats, regardless of where in the world it originates.
From wealth management to media organizations, our customers have been using SIX to gain a comprehensive view of global markets for over 90 years.
Our Price Sources
The Market Data stream from SIX encompasses 1,800 feeds from more than 100 countries.
How You Will Benefit
Complete and Personal - A comprehensive stream of global market data, tailored to your needs, followed up by our round-the-clock customer supportAccurate and Reliable - We continuously review and improve the quality of the aggregated data
Stable - SIX Market Data stream is supported by a highly reliable infrastructure coping with the constantly evolving feeds volumes and formats
Consolidated, Enriched Data at Your Fingertips
SIX sources and consolidates market data from all over the world, fine-tuning its service to the evolving needs of finance professionals.
The market data provided by SIX facilitates systematic comparison and analysis of global securities, using detailed information such as time and sales data for a precise view of market conditions.
"Data conformity and regulatory aspects are important references for us to build a high-quality valuation price service. We have been serving streaming data to clients worldwide for more than 90 years from front to back office." - Thibaut Vidart, Senior Product Manager, SIX
Data Contained in this Dataset
| Column | Type | Description |
|---|---|---|
| _seq | uint | Internal sequence number used to keep data rows in order |
| timestamp | string | Timestamp of the Data - America/New York Time. |
| muts | uint64 | Microseconds Unix Timestamp. An integer representation of a timestamp with microsecond precision that can be compared directly to other timestamps. |
| symbol | string | Trading Symbol or Ticker |
| bourse code | int64 | Code: SIX Financial defined numeric identifier of an exchange, a contributor, or a news agency. |
| last price | double | Last market trade of the current trading day. |
| last volume | double | Last market trade of the current trading day. |
| time | double | Last price time. |
| bid (best) price | double | The best price for which somebody is willing to buy something, whether it be a security, asset, commodity, service, or contract. |
| bid (best) size | double | Last bid size. Transaction volume associated with a bid price |
| bid (best) time | double | Last bid price time. |
| ask (best) price | double | Ask Price. The price a seller is willing to accept for a given investable security. Also called the offer price. |
| ask (best) size | double | Ack or Offer maximum quantity (size or volume) at the given ask price for which somebody is willing to sell something, whether it be a security, asset, commodity, service, or contract. |
| ask (best) time | double | Last ask price time. |
| cumvol | double | Cumulative volume per instrument. |
| trade style | double | trade style |
| trade date | string | Last price date. |
| bid style | double | Bid (best) bid price style. |
| bid (best) date | string | Bid (best bid) price date. |
| ask style | double | Ask (best) ask price style. |
| ask (best) date | string | Ask (best ask) price date. |