To give you a rough idea of the necessary infrastructure and computing power, here are some key figures. The processing and download servers are distributed across data centers in the US and Europe, providing optimal connectivity for you.
Ticks
per second
GB
uncompressed data/day
TB
compressed history data
API Description
Our data is updated daily, approximately two hours after market closure, and is accessible for automatic download via HTTP. Simple and easy, anyone can download files without any specialist knowledge! You will receive a compressed CSV file formatted for compatibility with various programs.
Example: Data request for Future Level2 Ticks ES 01/21/2025
You will receive the hostname of the download server individually in your customer area. The server geographically closest to your location will be determined automatically.
<APIkey>
After a successful purchase, you will receive your personal API key. You can use this code to authenticate and validate yourself with each download. This eliminates the need for complicated registration or any other additional authentication.
<Type>
This specifies the type of the download request. Possible values are: • Future • Forex • Index • Stock • ETF • Crypto
<Symbol>
This specifies the desired symbol name, e.g., “ES” for future or “EURUSD” for forex.
<Level>
This specifies the aggregation level of the download request. Possible values are: • T2 – (Tick-by-Tick Data with Level1+2 depth of market TRADE/ASK/BID) • T1 – (Tick-by-Tick Data with Level1 TRADE/ASK/BID) • C1 – (Candlestick 1-minute Data with Level1 TRADE/ASK/BID)
<Date>
Here you can specify the desired data request period. Possible values are: • day: 20250121 (only available with the ‘Daily Update’ subscription) • 1 month: 202501 • 1 year: 2025 (only available with candlesticks, tick data volume is too high)
Advantages of the API
Simple, encrypted, and secure
Operating system and programming language independent
Easy to automate, no additional libraries required
Always possible – Not blocked by firewalls or other network security mechanisms
Data Format
OHLCV Candlestick 1-min Data
3 candles per minute (ASK, BID, TRADE)
The data structure includes:
Timestamp UTC: Formatted as YYYYMMDDhhmmss
Type: Specifies the data type (see details below).
Open Price: Uses a period (.) as the decimal separator.
High Price: Uses a period (.) as the decimal separator.
Low Price: Uses a period (.) as the decimal separator.
Close Price: Uses a period (.) as the decimal separator.
Volume: Represents the trade volume.
Type Details:
Bid = 0
Ask = 1
Last (Trade) = 2
Level 1 Tick Data
The data structure includes:
Timestamp UTC: Formatted as YYYYMMDDhhmmss with six additional digits for microseconds.
Level: Indicates data level (1 for Level 1, 2 for Level 2).
Type: Specifies the data type (see details below).
Price: Uses a period (.) as the decimal separator.
Volume: Represents the trade volume.
Type Details:
Bid = 0
Ask = 1
Last (Trade) = 2
DailyVolume = 3
DailyHigh = 4
DailyLow = 5
Settlement = 6
LastClose = 7
Opening = 8
OpenInterest = 9
Level 2 Tick Data
The data structure includes all Level 1 fields plus:
Depth: Order book depth ranging from 1 to 10.
Action: Indicates the order book action (see details below).
Details for Action
Add = 0
Update = 1
Remove = 2
Free conversion
We provide our customers with a free Python script they can use to convert their purchased data.
Here are some examples: • Resample Level2 Tick Data to Level1 Tick Data • Resample Level2 or Level1 Tick Data to OHLCV Candlesticks (any interval from 1 week to 1 second possible) • Split Level2 Tick Data into seperate Level1 and Level2 files
