OneTick Market Data

Power your research, execution, and oversight with on-demand access to accurate, time-aligned global market data — from reference and corporate actions to full tick history.

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Access tick data and reference data for over 200+ global exchanges via the cloud, python, API or files.

OneTick Market Data delivers curated, normalized tick and reference data across global equities, futures, and options. With historical coverage back to 1970 and T+1 updates, each dataset is validated, adjusted, and governed for consistency — so you can focus on modeling, analytics, and decision-making from day one.

Top of book and full depth for global markets

Top of book & full depth for global markets

Current and historical data is available from over 200 exchanges with native trade and quote condition codes and all ticks disseminated by the exchange source.

Time series
reference data

Time series reference data

Applied Identifier changes and corporate actions provide the ability to analyze time series data without the distraction of linking symbols and applying corporate action adjustment factors.

Flexible subscription
packages

Flexible subscription packages

Access data by market center or symbol list across venues. OneTick Cloud removes infrastructure and data maintenance overhead, so you can focus on building applications using trusted time-series analytics.

THE BASICS

Data on demand

OneTick Market Data collects, aggregates and maintains accurate Global Exchange Time-Series data from over 200 exchanges using multi-sourced, direct and aggregated feeds to enable the highest level of accuracy and precision for time-series analytics. This information is critical to maintaining a high quality database for trading, analytics and compliance.

  • Eliminate the time and expenses associated with managing time series data
  • On-Demand access enables rapid analysis of new markets
  • Flexible subscription model removes the high overhead associated with managing a global database

FLEXIBLE DELIVERY

Integrate into your environment

Access OneTick Market Data through:

  • Cloud delivery
  • API access
  • File-based delivery in open formats
  • Direct integration into analytics platforms

Data fits into your workflows without requiring internal feed management or normalization projects.

Trusted by

Market data coverage

Up to 30 years of all trades, quotes and 1-minute calculated bar history
from over 200 global exchanges.

View data coverage

What you get

Curated, governed market data across global venues

Normalized schemas
across asset classes

OneTick Flexible Subscription Packages Icon - KX

Market calendars and
trading hours alignment

Historical symbol mapping and symbology cross-references

Daily T+1 updates and selected
real-time datasets

Corporate action adjustments applied consistently over time

Centralized L1, L2, and L3 storage with governance controls

Built for real workflows

Support research, execution, and compliance with one data foundation

Quant research and backtesting

Run tick-level backtests with point-in-time accuracy

Execution analytics and TCA

Measure execution quality using aligned trade and quote data

Market replay and reconstruction

Reconstruct market conditions for replay and analysis

Surveillance and compliance

Support regulatory workflows with complete, timestamped records

Designed for cross-functional teams

Deliver value across your organization

Market data and IT leaders

Centralize data management, reduce operational overhead, and scale storage predictably across desks and regions.

Heads of trading and execution

Align research environments with production data to improve execution analysis and strategy validation.

Quant and research teams

Work directly with multi-asset historical datasets structured for modeling and analytics.

Compliance and surveillance teams

Access full historical context to support investigations, reporting, and audit readiness.

Features

  • Corporate actions and historical adjustment factors
  • Security Identifier Mappings (including CUSIP, Sedol and Bloomberg)
  • Standard and custom continuous contracts
  • Highest resolution timestamps for exchange reported trades and quotes
  • Detailed trade condition codes
  • Level 1 and Level 2 tick data
  • O/H/L/C/V Data for all global equity instruments
  • Tick and EOD prices, adjustment factors, dividends and corporate actions
  • Earning dates and corporate events, such as Analyst Days
  • 200+ global markets covered
  • Sophisticated Content Entitlements System enables and tracks usage
  • Fast access to multiple data types, including company and product information, corporate actions, earnings, daily prices and trading volumes through OMD’s OneQuantData service

European Composite Trade and Quote (ECTQ) Data

Focused on supporting the unique demands for transaction cost analysis and regulatory solutions. European Composite Trade and Quote Data with OneMarketData saves you significant resources and expense by solving several key issues and eliminating the need to construct your own tick database.

Symbol Mapping

ISINs are mapped to historical and current symbols that trade across multiple venues. You get consistent cross-venue coverage, with data delivered in either the trading or base currency to support accurate analysis.

Timestamps

Trades are sequenced using exchange matching engine timestamps through OneTick’s aggregation technology. Where granularity differs, published timestamps for trades and quotes are also supported when available.

Capital Markets

Adjustment factors

Composite trades are available adjusted or unadjusted across both current and historical datasets. This gives you flexibility to analyze performance with the level of normalization your workflow requires.

Trade conditions

Attributed conditions allow you to filter for relevant activity such as auction trades or on-book executions. This ensures analytics reflect the market behavior you intend to measure.

Access normalized tick data from 200+ global sources

Power your research, execution, and compliance workflows with curated, ready-to-query market data — delivered as a fully managed service.

  • Eliminate the cost and complexity of collecting, normalizing, and storing tick data
  • Standardize clean, timestamp-aligned datasets across research, execution, and compliance
  • Accelerate quant research, TCA, market replay, and regulatory response
  • Consume data via file, API, or cloud delivery — without operational overhead

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