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Product overview
Tick Data offers historical futures products for buyers who want to specify markets, symbols and dates rather than retrieve bars one request at a time. It is particularly relevant when trade and quote history or documented file layouts are required.
The buying unit is the dataset order, so a comparison should list the roots, contract months, frequency, adjustment choices and delivery format before requesting a quote.
| Recommended for | Custom historical futures universes |
|---|---|
| Delivery | Ordered historical files and data tools |
| Format | Delimited files & tools |
| Buying model | Custom dataset orders |
Custom history without an API loop
A custom archive can remove the engineering needed to enumerate years of contracts through an API. That advantage is operational, not a claim about superior accuracy. The buyer still needs to inspect identifiers, timestamps, session calendars and the treatment of rolls.
Keep the delivered source files unchanged where the license permits. Create separate analysis files for any cleaning, continuous-contract construction or session filtering so that each transformation remains reproducible.
Make the order specification explicit
Futures symbols alone are not enough. Specify outright contracts or spreads, individual contract records or continuous series, exchange timezone or UTC, and whether bars are labeled by their opening or closing time. Include settlement behavior if the experiment uses daily settlements rather than last trades.
A small acceptance order or sample should cover an expiry transition. Verify that the position logic uses tradable contracts even if signal generation uses a continuous series.
Check before buying
- Request current coverage by root and frequency.
- Document continuous-contract and roll rules.
- Confirm compressed and extracted storage requirements.
- Inspect the license for internal business use and derived output.