NANOTICK Artefact Data Types

The Nanotick offerings provide extracted data artefact types of market data feeds for specific use cases:

Nanotick | Historical Tick Data:

The most accurate and complete historical data is Nanotick | Replay format which provides an exact simulation with full Order Book for integration and back-testing automated trading strategies integrated with the OnixS Market Data Handler implementations.

Nanotick | nanoBar Historical Price Data:

nanoBars are the finest source of comprehensive historical price data, or to be more precise, summary and derived information about order book states, book pressure, trade flow and VWAP. The nanoBars are snapshots taken at precise time intervals and suit all but the most exacting, ultra high frequency strategy requirements.

  • Nanotick | nanoBars are derived data artefacts specifically designed for advanced high precision simulation and backtesting.
  • Nanotick | BBO .csv artifacts for analysis of bid and offer quotes on specific instruments against time.
  • Nanotick | Trades .csv artifacts for analysis of trades occurring on specific instruments at specific times.

Nanotick Market Data Artefact Types

Download a Historical Market Data Sample to Backtest

Try Nanosecond Resolution High Frequency Historical Data Samples

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Nanotick example shown on laptop