Tick data is the most granular available for market analysis and as such is vital for many types of trading simulations. Unfortunately, due to the size of the datasets and the difficulty of storing, compiling and testing them, tick datasets are almost never free and usually very expensive.
In this summary, we break down some of the primary vendors of tick data and the pricing of their tick data (note that we only review vendors with over five years of historical tick data, if your requirements can be satisfied with shorter periods of historical data we would recommend trying IQFeed which has 18 months of tick data for most tickers at very reasonable prices).
TickData.com – this is probably the most established of the tick data vendors, having been formed in 1984 and services some of the largest institutional clients. Unfortunately, the data is priced at a premium – $25 per ticker per year with a minimum of $2000.
FirstRate Tick Data – is a new vendor with high-quality, very competitively priced datasets. Tick data is available per ticker (currently they have stock, ETF, FX and Bitcoin tick data). Datasets are priced at $50 for 10 years of data back with discounts of 40% for purchases of multiple tickers. Pricing is very transparent and is broken down at Tick Data Pricing.
QuantQuote – well-established vendor and high-quality datasets. Tick data is only available in bundles starting at $2000 for 41 Dow Jones Industrial index components back to 2001. Unfortunately, they require customers to contact sales directly to discuss the purchase of tick data which is not a convenient process.
Kibot – offers datasets at different resolutions (form 1-hour down to tick data). Tick data is only available in bundles and prices start at $1350 for 50 stock tickers back to 2009. Larger datasets such as all S&P500 tickers (back to 2009) are available for $2250.