Cloud#
OneTick Cloud provides on Demand Market Data access for Global Equities, Futures & Options.
Data Assets are divided into:
Sample Data - Covering the first 3 months of 2024
Consolidated Fragmented Liquidity - Combining Fragmented Liquidity from Multiple Markets
Exchanges - Cash - Global List of Equity Exchanges
Exchanges - Derivatives - Global List of Futures & Options Exchanges
Indices - Global List of Index Providers
FX & Metals - FX and Spot Metals
Interest rates - Daily Interest Rates
Indices - Global List of Index Providers
OQD - One Quant Data - Security Master, Corporate Actions, Closing Prices, US ETF Constituents
Reference - Reference Databases
Data includes:
Tick Data - L1 Trade & Quote Data through to L3 Book Depth
Bar Data - 1 Minute Calculuated Trade & Quote Bars
Daily Data - Daily OHLC Data, and for Derivatives Settlement and Open Interest
Sample Databases & Tables#
The full list of 200+ Global Equities, Futures, Options & Indices databases is available at: _ OneTick Cloud Market Data Coverage
The list of sample databases are additionally included below:
Database |
Description |
Available Tables |
|---|---|---|
CA_COMP_SAMPLE |
Consolidated Trades & Quotes Across All Canadian Venues |
QTE, NBBO, STAT, TRD |
CA_COMP_SAMPLE_BARS |
Consolidated Canadian Trade & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
CA_COMP_SAMPLE_DAILY |
Consolidated Canadian Trade & Quote Daily Bars |
DAY, STAT |
EU_COMP_SAMPLE |
Consolidated Trades & Quotes Across All European Venues |
QTE, STAT, TRD |
EU_COMP_SAMPLE_BARS |
Consolidated European Trade & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
EU_COMP_SAMPLE_DAILY |
Consolidated European Trade & Quote Daily Bars |
DAY, STAT |
LSE_SAMPLE |
London Stock Exchange Trades, Quotes & Book Depth |
DAY, IND, MKT, PRL_FULL, QTE, STAT, TRD |
LSE_SAMPLE_BARS |
LSE Trade & Quote 1 Minute Bars |
QTE_1M, TRD_1M, DAY |
LSE_SAMPLE_DAILY |
LSE Daily Bars |
DAY, STAT |
TDI_FUT_SAMPLE |
Global Futures Trades & Quotes |
QTE, STAT, TRD |
TDI_FUT_SAMPLE_BARS |
Global Futures Trades & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
TDI_FUT_SAMPLE_DAILY |
Global Futures Daily Bars |
DAY, STAT |
US_COMP_SAMPLE |
Consolidated Trades & Quotes Across All US Venues |
QTE, STAT, TRD |
US_COMP_SAMPLE_BARS |
Consolidated US Trade & NBBO 1 Minute bars |
QTE_1M, TRD_1M |
US_COMP_SAMPLE_DAILY |
Consolidated US Daily Bars |
DAY, STAT |
CME_SAMPLE |
CME Futures Trades & Quotes |
QTE, STAT, TRD |
CME_SAMPLE_BARS |
CME Futures Trades & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
CME_SAMPLE_DAILY |
CME Futures Daily Bars |
DAY, STAT |
EUREX_SAMPLE |
EUREX Futures Trades & Quotes |
QTE, STAT, TRD |
EUREX_SAMPLE_BARS |
EUREX Futures Trades & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
EUREX_SAMPLE_DAILY |
EUREX Futures Daily Bars |
DAY, STAT |
ICE_EU_COM_SAMPLE |
ICE European Commodities Futures Trades & Quotes |
QTE, STAT, TRD |
ICE_EU_COM_SAMPLE_BARS |
ICE European Commodities Futures Trades & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
ICE_EU_COM_SAMPLE_DAILY |
ICE European Commodities Futures Daily Bars |
DAY, STAT |
ICE_US_SAMPLE |
ICE US Futures Trades & Quotes |
QTE, STAT, TRD |
ICE_US_SAMPLE_BARS |
ICE US Futures Trades & Quote 1 Minute Bars |
QTE_1M, TRD_1M |
ICE_US_SAMPLE_DAILY |
ICE US Futures Daily Bars |
DAY, STAT |
GLOBAL_FX_SAMPLE |
Global FX Spot Quotes |
QTE, STAT |
GLOBAL_FX_SAMPLE_BARS |
Global FX Spot Quote 1 Minute Bars |
QTE_1M |
GLOBAL_FX_SAMPLE_DAILY |
Global FX Spot Quote Daily Bars |
DAY, STAT |
US_OPTIONS_SAMPLE |
OPRA US Options Trades, Quotes & NBBO |
QTE, STAT, TRD, NBBO |
US_OPTIONS_EOD_SAMPLE |
OPRA US Options Daily Bars & Greeks |
DAY, STAT |
SYMBOL_UNIVERSE |
Symbol Universe across all available Venues |
STAT |
DB_INFO |
Venue Database availability times |
PROC_EVENTS |
OQD_MKT_CAL |
Market Holidays & Trading Hours |
MKTCAL |
_#
Data is stored in standardized tables
Table |
Description |
|---|---|
DAY |
End of Day Record typically covering OHLC Prices, plus Volume Splits and Settlement Price & Open Interest for Derivatives Markets |
IND |
Indicative Prices occuring during Auction phases |
QTE |
Quote Events |
STAT |
Static Reference Data for the Instrument |
TRD |
Trade Events |
NBBO |
National Best Bid & Offer Quotes |
PRL |
Book Depth - Market By Level |
PRL_FULL |
Book Depth - Market by Order |
MKTCAL |
Market Holiday & Trading Hours |
TRD_1M |
1 Minute Trade Bar |
QTE_1M |
1 Minute Quote Bar |