Tick Data Inc. has launched Tick Equity Database, a cleansed version of the New York Stock Exchange’s Trade and Quote (TAQ) database of raw historical intraday data for all equities on major and regional U.S. exchanges. The Tick Equity Database, with clean trade and quote data from January 1, 1993, to present, was developed for quantitative investment professionals who require institutional-quality, ready-to-use historical equity data to design, test, and validate trading strategies and order execution services. The service includes Ticker Mapping, which adjusts historical data for corporate actions, including symbol and CUSIP changes, mergers/acquisitions, exchange listing changes, and divestitures. The service was developed under NYSE’s VAP programme, which provides incentives to vendors to work with the TAQ database, according to Mark Schaedel, director of market data for the NYSE.
A-Team Insight Blogs
Tick Data Offers Cleansed TAQ Historical Data Service
When the Brexit transition period came to an end on 31 December 2020, a new sanctions regime was introduced in the UK under legislation set out in the Sanctions and Anti-Money Laundering Act 2018 (aka the Sanctions Act). The regime is fundamentally different to that of the EU, requiring financial institutions to rethink their response...
After months of speculation, Fenergo has secured new ownership and capital for future growth in a deal that values the Irish provider of KYC and client relationship management software at $1.64 billion. Under the transaction, French private equity group Astorg and BridgePoint, a London-based hedge fund, have acquired a majority stake in Fenergo, buying out...
This briefing will explore challenges around assembling and evaluating ESG data for reporting and the impact of regulatory measures and industry collaboration on transparency and standardisation efforts. Expert speakers will address how the evolving market infrastructure is developing and the role of new technologies and alternative data in improving insight and filling data gaps.
A-Team Group’s ESG Handbook 2021 is a ‘must read’ for all capital markets participants, data vendors and solutions providers involved in Environmental, Social and Governance (ESG) investing and product development. It includes extensive coverage of all elements of ESG, from an initial definition and why ESG is important, to existing and emerging regulations, data challenges...