Historical Data
Historical Data comprises quotes of high frequency filtered data, which are distributed on the day after creation at the earliest.
We offer Forex (Spot/Fwds), Futures and Indices(and derivatives thereof).
Pricing
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Regular |
Intervals |
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Irregular Intervals |
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Estimated Ticks
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31680
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10560
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>6336
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3168
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2112
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1056
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528
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176
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22
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Open Hrs
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Freq
Min |
Open Hrs
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Freq Min
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Open Hrs
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Freq Min
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Open Hrs
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Freq Min
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Open Hrs
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Freq Min
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Open Hrs
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Freq Min
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Open Hrs
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Freq Min
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Open Hrs
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Freq Min
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D
a i l y |
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24
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1
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24
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3
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24
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5
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24
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10
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24
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15
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24
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30
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24
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60
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8
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60
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8
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1
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8
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5
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8 | 10 |
8
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20
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1
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Tx-Price
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8.35
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4.10
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3.25
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2.65
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2.40
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2.20
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2.10
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2.05
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1.25
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Index-Level
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2
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Tx-Price, Volume
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12.50
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6.15
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4.90
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3.95
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3.65
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3.30
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3.15
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3.05
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1.50
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3
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High, Low, Close
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16.65
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8.20
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6.55
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5.25
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4.85
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4.40
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4.20
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4.05
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1.75
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4
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Open, High, Low, Close
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20.85
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10.30
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8.15
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6.60
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6.05
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5.55
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5.25
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5.10
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2.00
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Tick Data and Pruned Data:
Pricing Formula (per instrument for any period):
(<Number of Months>+<Number of Ticks>/10000)(<Number of Data Fields>+1)
Interval Data and Interpolated Data:
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).
General
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Tick Data |
Pruned Data |
Interpolated |
Interval Data |
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Minimum
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300
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300
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300
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300
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Discount for Academic
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25%
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25%
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25%
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25%
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Download
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free
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free
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free
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free
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Data sent by cd
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80
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80
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80
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80
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regular mail
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-
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-
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-
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-
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fedex
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fedex charge
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fedex charge
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fedex charge
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fedex charge
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- Transaction data and Quote data for the same instrument are regarded as separate series for the purpose of pricing.
- Sales are in the form of a non-transferable annually renewable* licensefor Historical Datawith signed commitment against redistribution. (Olsen Data continues to own the supplied data.)
- In-line format transformations (for example, to generate Metastock format) are free. We work with you to provide the format you desire. Very occasionally there may be an additional charge for special formatting and data organization.
- Historical tick data is generally not supplied to private individuals. Pruned, Interpolated and Interval data is however available to private individuals.
- There is a 25% discount (20% if paying by credit card) on the part of the order exceeding 8000 in a single invoice.
[* annually renewable license: drills to current Olsen Data screen: License Renewal and Cancellation. I have not edited this screen, but there is a typo in the next-to-last line: (at the time of a new acquisition) so that ]
Ordering
Use Pricing Wizard for Forex and Index data.
Please contact us for basic availability and pricing of Futures and other derivative instruments.