Through our partnership with FirstRateData we provide downloadable csv files of tick data for all S&P500 stocks and 100 most liquid ETFs from 2010 to 2020
All datasets are in .csv (comma-separated value) format and zipped to minimize download times.
Most individual files will be approximately 1GB in size and cannot be opened directly in Excel (doing so may truncate the file), to use the data in Excel first open in notepad and copy/paste to Excel or smaller csv files. The datafiles can be safely opened in trading applications such as MetaTrader.
All datasets are updated on weekly and the fresh data is available on Monday mornings EST.
Note that trade ticks do not always match 1-minute bars or the exchange's official daily open high, low, close prices. This is due to the fact that ticks include all trades whereas there are specific rules for trades included in bar or end-of-day data (for example, odd-lot trades will be included in the tick stream but not in bar or OHLC data).