LSEG Tick History

LSEG Tick History – Query

Historical market data is a valuable commodity in the financial sector. The variety of use cases – from backtesting and trade cost analysis to risk management and algorithmic trading – means that accessing high-quality historical data at speed – and being able to analyse it with ease - is essential in the financial sector.

LSEG Tick History – Query enables you to query and analyse our LSEG Tick History data set of historical real-time pricing data, covering OTC and exchange-traded instruments, from more than 500 trading venues and third-party contributors. And you can analyse that data at speed using the full power of the Google® BigQuery™ compute engine. There are also significant TCO benefits, since there is no need for significant data storage hardware or infrastructure.

Watch the video below to learn more, and request your 30-day free trial ID by completing the form on this page.

Request your 30-day free trial of Tick History – Query

First Name*

Last Name*

Business Email*

Business Phone*

City [Optional]

Country/Region*

Job Title*

Company*

I'd like to receive communications about LSEG resources, events, products, or services.

This is my signature & consent to receive communication about LSEG events, products & services.

Marketing Channel

Telephone

Comments

By submitting this form, you agree to your personal data being shared within the London Stock Exchange Group of companies (LSEG) for the purpose of receiving communications via post, phone and electronic means from LSEG about events, resources, products, and/or services.

For more information on how LSEG uses your data, see our Privacy Statement.

You can adjust your preferences at any time through the preference link in any electronic communication that you receive from us.

You may also be interested in...

ARTICLE

Tick History – Query: Looking back to the future

The advantages of cloud-based services is well documented, from reduced upfront and ongoing operating and infrastructure costs to improved time-to-market for new services and datasets. Here, in this article by Waters Technology, Tim Anderson, head of Tick History at LSEG explains how the benefits of the service model are greater than initially meets the eye, including dramatically enhanced analytics performance and the ability to look to the past as a means of shaping the future.

READ THE ARTICLE >

EXPERT TALK (BACK TESTING USE CASE)

Build more robust trading strategies leveraging LSEG Tick History – Query for backtesting

Backtesting is a key part of developing systematic trading strategies. Having access to high-frequency tick data to backtest is useful not only for intraday trading strategies but also for more accurately simulating daily trading strategies using different execution algorithms. However, historically it has been difficult to use tick data, given the time and cost it takes to maintain internal tick databases.

Read this expert talk to discover how you can use LSEG Tick History – Query to access a fully-maintained database full of thousands of tickers with market-depth data, avoiding the need to maintain your own tick database.

Read the expert talk >

EXPERT TALK (TRANSACTION COST ANALYSIS USE CASE)

Optimise trading costs and comply with regulations leveraging LSEG Tick History – Query for transaction cost analysis

Transaction Cost Analysis (TCA) is an important part of a toolkit for firms that need to fulfil regulatory obligations and to reduce trading costs. Creating your own TCA platform enables you to customise this analysis to your own trading performance. Historically, this has required the time-consuming necessity of maintaining your own internal tick database. However, this no longer has to be the case.

Read this expert talk to find out how financial firms can overcome this challenge by querying vast amounts of tick data via LSEG Tick History – Query, without having to dedicate the time, effort, and cost to maintaining their own internal tick databases.

Read the expert talk >