SIX Financial Information, the data vendor business of Swiss exchange operator and clearing organization SIX Group, has launched a new historical data service of trade and quote data back to June 2007 for its universe of global equities, bonds, indices, currencies and derivatives sourced from more than 1,500 providers.
Dubbed Ticks by SIX, the data is available via a range of delivery mechanisms, including SIX's own consolidated datafeed with unadjusted data with factors for historical and/or daily updates, customized content and flexible output formats.
Web services data provider Xignite will provide the data over its cloud-platforms in SIX's binary format, as well as in CSV files with a more granular content and the ability to select specific historical chunks for analysis.
Montreal-based startup historical tick data provider TickSmith also will deliver the data as part of its Historical Tick Service (Hits), including adjusted data, rollups, synthetic millisecond timestamps and calculated fields in SIX's binary format, TickSmith's proprietary Hits format, and in client-specific formats.
The service is targeted at fund managers, index and exchange-traded-fund issuers, and high-frequency and algorithmic traders for use in performance benchmarking, charting, back-testing, demonstrating best execution, and calculating cost basis or value-at-risk, says Barry Raskin, managing director of SIX Financial Information.
Source: Inside Market Data