The most precise form of historical and real-time market data. Unlike minute, hourly or daily data, tick data stores every single price change.
This creates a complete picture of market activity – the foundation for precise backtests, order-flow analysis and algorithmic strategies.
Tick data captures every single price change of a security. Unlike candlestick or OHLC data, no movements are aggregated – creating a complete picture of actual market activity. Each record typically contains:
The most recently traded price.
The current highest buy price in the market.
The current lowest sell price in the market.
Number of traded contracts or shares.
Exact time assignment of every transaction.
Trading venue of the respective transaction.
The more detailed the data basis, the more accurately markets can be analysed. Many strategies can only be evaluated to a limited extent without tick data.
Candlestick data only captures a snapshot of the actual market path.
| Feature | Tick data | Candlestick data |
|---|---|---|
| Every price change stored | Yes | No |
| Maximum precision | Yes | limited |
| Backtesting | optimal | strategy-dependent |
| Order-flow analysis | Yes | No |
| Data volume | high | low |
Many strategies react to the smallest market moves and can only be tested under realistic conditions with tick data – such as scalping, intraday, futures, order flow and high-frequency systems.
Within a candle, many moves occur that are not visible in OHLC. This leads to:
Market & volume profile, order flow, scalping, intraday – on Eurex, CME, CBOT, COMEX, NYMEX.
Analysis of large orders, intraday trading, volume studies – Deutsche Börse, Xetra, NASDAQ, NYSE, Euronext.
Makes buy and sell pressure, volume clusters, liquidity and market activity visible.
Signal calculation, arbitrage, statistical models, automated and quantitative trading.
Pattern recognition, price forecasts, machine learning, market classification and risk models.
Detailed study of real transaction activity in the market.
Tick data is among the most extensive financial data there is – powerful storage and analysis tools are often required.
Long tick histories enable analysis at the highest level of detail across many market phases – ideal for backtesting, research, market analysis and AI training.
Not all tick data is of the same quality.
No data gaps in the tick stream.
Clean time assignment of all transactions.
Histories as long as possible for backtests and analysis.
Correct prices and volume information.
Easy integration into existing systems.
Many users underestimate the complexity of large tick data sets – data quality is decisive for meaningful results.
Many users access tick data directly via interfaces – for the automated processing of large data volumes in trading systems, databases, analysis platforms, dashboards and research projects.
“Historical tick data makes the past analysable – real-time data provides current market transparency.”
Tick data stores every single price change with timestamp, price, volume and trade direction – the most detailed form of market data.
For order-flow analysis, precise backtests, quantitative research, scalping strategies and the development of algorithmic trading systems.
Minute data aggregates all ticks of a minute into one data point (OHLCV). Tick data, on the other hand, shows every single price change – significantly more granular.
At TAI-PAN, tick data has been available for many instruments since 2002 – an extensive basis for backtests and research.
Anyone wanting to run precise backtests, analyse order flow or develop algorithmic strategies needs high-quality tick data with a long history and high data quality.
For professional traders, analysts and developers, tick data is an indispensable foundation of modern market analysis.