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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 support
Accurate 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.

Important Dataset Notes

This dataset is not available for direct online purchase. Please contact sales directly at The data is available through our normal sales department who can provide you with current pricing and a quote for accessing this valuable dataset. This may be due to a number of reasons such as dataset intended use, size of the company (or investment fund) using the dataset, or for simple legal requirements that CloudQuant needs to ensure are in place prior to licensing the dataset to you.