Historical Data
We supply high quality filtered historical financial quote (Qt) and transaction (Tx) data. Intraday tick data and regular interval (1 to 60 minutes and daily) bar data are available. We cover forex (Qt only), futures, indices and derivatives thereof.
Pricing
Data Charge |
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Estimated Ticks
|
31680
|
10560
|
6336
|
3168
|
2112
|
1056
|
528
|
176
|
22
|
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Open Hrs
|
Freq
Min |
Open Hrs
|
Freq Min
|
Open Hrs
|
Freq Min
|
Open Hrs
|
Freq Min
|
Open Hrs
|
Freq Min
|
Open Hrs
|
Freq Min
|
Open Hrs
|
Freq Min
|
Open Hrs
|
Freq Min
|
D a i l y |
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24
|
1
|
24
|
3
|
24
|
5
|
24
|
10
|
24
|
15
|
24
|
30
|
24
|
60
|
8
|
60
|
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8
|
1
|
8
|
5
|
8 | 10 |
8
|
20
|
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1
|
Tx-Price
Index Level Mid |
€8.35
|
€4.10
|
€3.25
|
€2.65
|
€2.40
|
€2.20
|
€2.10
|
€2.05
|
€1.25
|
Min. €[N/5000,150]
|
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2
|
Tx-Price,
Volume
|
€12.50
|
€6.15
|
€4.90
|
€3.95
|
€3.65
|
€3.30
|
€3.15
|
€3.05
|
€1.50
|
Min. €[N/10000,300]
|
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3
|
High, Low, Close
Bid, Ask, Code |
€16.65
|
&euro8.20
|
€6.55
|
€5.25
|
€4.85
|
€4.40
|
€4.20
|
€4.05
|
€1.75
|
Min. €[N/2500,450]
|
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4
|
Open, High,
Low, Close
Bid, Ask, Code, Credibility |
€20.85
|
€10.30
|
€8.15
|
€6.60
|
€6.05
|
€5.55
|
€5.25
|
€5.10
|
€2.00
|
Min. €[N/]
|
The table displays (per instrument) monthly indicative prices (based on the tick data pricing formula applied to an estimated number of ticks) for different classes of fixed interval series. Series are distinguished by number of fields, tick frequency and stylistically by the number of open hours associated with the market in question (eg. 24 for OTC forex and 8 for main pit session exchange). &euro(<Number of Months>+<Number of Ticks>/10000)(<Number of Data Fields>+1) |
Terms and Conditions
Commercial Distribution
|
Historical tick data is generally not supplied to
private individuals.
|
|
Minimum Order
|
€300
|
|
Volume Discount
|
25% (20% if paying by credit card) on the part of
the order exceeding €8000 in a single invoice
|
|
Academic Discount
|
25%
|
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Delivery
|
€130 for Data by CD (incl Fedex) / Download
free
|
|
Transaction and
Quote Data |
are regarded as separate series for the purpose of
pricing.
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Formatting
|
In-line format transformations are free. We work
with you to provide the format you desire.
|
Ordering and License Norms
OrderingLicense NormsUse Pricing Wizard for Forex and Index data.
Please contact us for basic availability and pricing of Futures and other derivative instruments.
Olsen Data continues to own the supplied data.Sales are in the form of a non-transferable license with signed commitment against redistribution. An annual license renewal fee applies *only* to tick data and pruned data and *not* to regular interval data at 1 min or higher intervals. (Licenses issued prior to Oct 2011 may differ from the above norms and will be enforced).
Read more about License Renewal and Cancellation.