Strasmore Research

#tick data

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What Does Historical Tick Data Cost?

Historical tick data is priced on four axes: venue, schema, volume delivered, and license type. Here is how each axis works, with real record counts.

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How to Read the US Equity Trade Tape

What each field on the US equity trade tape means, measured on 22 years of prints: timestamps, auction prints, condition codes, corrections and reused symbols.