Market Data

Financial
Market Data

TAG's comprehensive Market Data archives date back to the mid-90s for cash equities and to the late-90s for listed options. This financial and historical market data can help determine your trading efficiency by allowing your firm to conduct time and sales research, providing historical reference data for back-testing trading systems and algo models, plus serving as a data source for compliance requests and trade dispute resolution.

  • Financial Market Data Explorer

    TAG has over 10 years of historical US cash equities and listed options tick data, updated daily, that can be easily accessed, sorted, and viewed graphically. Look up any equities symbol, on any day, at any time, in any market center, in any currency, in the TAG IQ Engine. The TAG IQ Engine allows you to:

    • Efficiently research financial market data and activity for trade verification
    • Analyze data to backtest models
    • Perform new types of queries and metrics
    • Thoroughly analyze complete time and sales market data with Level 1, Level 2, and print detail for minutes, hours, or years worth of historical market data
  • Tick Data

    Access clean, daily cash equities and listed options tick data files containing every quote and every print disseminated for all listed and Nasdaq securities and for all listed options series captured via direct market feeds. These comprehensive datasets are invaluable to:

    • Bridge gaps in internal data
    • Supply blocks of historical market data for algo and system testing
    • Track quote traffic patterns
    • Evaluate overall market or exchange trends and compute volatilities
    • Produce symbol level analyses
    • Examine intraday trading behavior

Data is available for entire trading days or shorter time periods, and can be filtered to your specifications.