Frequently Asked Questions
Purchasing
When you purchase through our online shop, the purchased products are automatically set up. You will immediately receive an email with your access data after payment via one of our payment providers, and you can begin downloading immediately.
Please purchase the daily updates in addition to the history data.
Here you will receive a ZIP file with the latest data for download every day. We offer a free trial period for daily updates so you can experience this service for yourself.
We currently offer PayPal and Stripe as a payment service provider via the automatic payment process in our shop. If you are unable to use PayPal or Stripe, please contact us
Absolutely not!
They can be used to develop a rough strategy and see progress more quickly. However, the final strategy should only be validated with tick data to prevent results from being distorted by spreads and slippage. Additional costs such as broker fees, trading software licensing fees, and taxes must also be taken into account to achieve accurate results.
None. The price in the shop is the final price for the customer. This includes all usage fees, license fees, and transaction costs.
Payment for daily updates is handled via a PayPal subscription. You authorize or instruct PayPal once to automatically pay us the fees each month. You can, of course, revoke this permission at any time. This permission is granted during the payment process.
Yes. Please follow this link
Yes, that’s not a problem. If you’ve already purchased data and need more years, simply purchase the number of additional years. The system will automatically detect the periods you’ve already purchased and add the newly purchased ones.
For very special periods or needs, please contact us via the contact form.
Market Data
Each tick which we receive from the raw tape files from the specific stock is stored in a row of a text file (CSV standard). The additional data can be found in the columns of the row. A detailed description of the data format can be found in each download as a text file or by clicking here.
Each trading day is saved in a separate file. The file name is the respective date. The files are packaged into daily, monthly or annual aggregates and offered for purchase/download.
All timestamps are in the UTC time zone. We offer a Python script in the members area that can be used to convert the time zone to the user’s local time zone (or any other) if necessary.
We offer a Python script in the members area that can be used to convert the time zone to the user’s local time zone (or any other) if necessary.
We offer a Python script in the members area that can be used to convert the data into various import formats for popular trading software.
These currently include: NinjaTrader, MetaTrader 5, SierraChart, MultiCharts, Backtrader.
Please contact us if you have software that is not yet supported. We are always interested in further implementations.
Can I convert my purchased Level 2 tick data to Level 1?
Yes, that’s possible. We offer a Python script in the members area that can be used to downsample your purchased data.
Level 2 -> Level 1, Level 1 -> Candlesticks at any interval you need (1 week to 1 second).
You can unzip our compressed files with any program that supports the 7-zip standard. In addition to the official tool (https://www.7-zip.org Win/Linux/Mac), there are other well-known free programs available for every platform:
Windows: 7zip, WinZIP, WinRAR
Linux: 7zip, unzip
Mac: 7zip, “The Unarchiver”
#ATTENTION: The default unzip tool on Mac, “Archiver Utility,” cannot handle 7-zip files!
Download
In your personal member area, you’ll see an overview of all available downloads. The data is provided in a compressed archive. Downloading works just like any other file on the internet. Click on it, and the file will be downloaded via your browser. This also has the Advantage that no firewall, proxy, or other blockers will prevent the download.
We’ve found that too many parallel downloads always reduce throughput. Therefore, we allow a maximum of five parallel downloads per user. Since the speed per download is unlimited, even a single download fully utilizes the available bandwidth to the customer. We’ve observed that single downloads one-by-one are always faster than multiple parallel downloads.
The data from the previous trading day is always available by 12 p.m. UTC (Noon) at the latest. This is because we can only begin processing after the trading day has ended in every time zone worldwide.
Of course not. We offer a Python script in the members area that can be used to automatically download all available files and then even unzip them automatically.
The API is implemented using the standard HTTP protocol. A detailed description of the API can be found here. It can be used with any programming language or software on any platform with an Internet connection.
All languages that provide an HTTP client. Absolutely any programming language should. If not, the API can also be accessed using cURL, PowerShell or other external HTTP client programs. In short, as long as the Computer has an internet connection, the API can be used in any case.