Historical Data

We supply high quality filtered historical financial quote (Qt) and transaction (Tx) data. Intraday tick data and regular interval (1 to 60 minutes and daily) bar data are available. We cover forex (Qt only), futures, indices and derivatives thereof.

 

Pricing

Data Charge

Regular Interval

Tick

Estimated Ticks
31680
10560
6336
3168
2112
1056
528
176
22

Open Hrs
Freq
Min
Open Hrs
Freq Min
Open Hrs
Freq Min
Open Hrs
Freq Min
Open Hrs
Freq Min
Open Hrs
Freq Min
Open Hrs
Freq Min
Open Hrs
Freq Min
D
a
i
l
y

24
1
24
3
24
5
24
10
24
15
24
30
24
60
8
60
8
1
8
5
8 10
8
20
1
Tx-Price
Index Level
Mid
8.35
4.10
3.25
2.65
2.40
2.20
2.10
2.05
1.25
Min. [N/5000,150]
2
Tx-Price,
Volume
12.50
6.15
4.90
3.95
3.65
3.30
3.15
3.05
1.50
Min. [N/10000,300]
3
High, Low, Close
Bid, Ask, Code
16.65
8.20
6.55
5.25
4.85
4.40
4.20
4.05
1.75
Min. [N/2500,450]
4
Open, High,
Low, Close
Bid, Ask, Code, Credibility
20.85
10.30
8.15
6.60
6.05
5.55
5.25
5.10
2.00
Min. [N/]

The table displays (per instrument) monthly indicative prices (based on the tick data pricing formula applied to an estimated number of ticks) for different classes of fixed interval series. Series are distinguished by number of fields, tick frequency and stylistically by the number of open hours associated with the market in question (eg. 24 for OTC forex and 8 for main pit session exchange).
(<Number of Months>+<Number of Ticks>/10000)(<Number of Data Fields>+1)

 

 

Terms and Conditions

Commercial Distribution
Historical tick data is generally not supplied to private individuals.
Minimum Order
300
Volume Discount
25% (20% if paying by credit card) on the part of the order exceeding 8000 in a single invoice
Academic Discount
25%
Delivery
130 for Data by CD (incl Fedex) / Download free
Transaction and
Quote Data
are regarded as separate series for the purpose of pricing.
Formatting
In-line format transformations are free. We work with you to provide the format you desire.

 

 

 

Ordering and License Norms

Ordering

Use Pricing Wizard for Forex and Index data.

Please contact us for basic availability and pricing of Futures and other derivative instruments.

License Norms

Olsen Data continues to own the supplied data.Sales are in the form of a non-transferable license with signed commitment against redistribution. An annual license renewal fee applies *only* to tick data and pruned data and *not* to regular interval data at 1 min or higher intervals. (Licenses issued prior to Oct 2011 may differ from the above norms and will be enforced).

Read more about License Renewal and Cancellation.


Data Order

Data is delivered within two business days for payments by wire transfer and for credit card payments.