Tick level data. CSV, JSON, and Pandas DataFrames.
Tick level data Centralise your data in one place. BitMEX, Deribit, Binance Perpetual Futures, Binance Delivery Futures, Binance Spot, FTX, OKEx Futures, OKEx Swap, OKEx Options, OKEx Spot . Real-time consolidated market data streaming API via client libraries that connect directly to exchanges' WebSocket APIs. CSV, JSON, and Pandas DataFrames. We deliver the data in zipped comma-delimited text files and offer two choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades onlyClients who measure frequency in minutes or hours rather than milliseconds or seconds can use TickWrite ® to build tick- or time Options data types including higher level greeks all available at the tick level. This combination transforms a query that would take hours or days of preparation and run time into just minutes. See full list on portaracqg. Jan 14, 2024 ยท Historical tick data can be sourced from various financial instruments and exchanges, catering to diverse trading strategies and asset classes. We deliver the data in zipped comma-delimited text files and offer three choices of data granularity: 1) Tick-by-tick Level I Quotes (bid/ask with size) and Trades (last price with volume) 2) Tick-by-tick Trades only 3) One-Minute bar data pre-built from the Trade data (OHLCV) And, we have two additional intervals for U. Bid/Ask (Level 2) data - is the NBBO plus each registered dealer’s best bid and offer (ie the full order book) Bid/Ask (Level 3 Options data types including higher level greeks all available at the tick level. imycwvkxjvvjyaocorgtqsxiybbpzjkwrtnjxpyjokszahevguixt