FirstRate Data | Tick Data Bundle
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Sample Files:
MSFT Quote Data : 12-May-2023
MSFT Trade Data : 12-May-2023
GOOG Quote Data : 12-May-2023
GOOG Trade Data : 12-May-2023




Timezone : US Eastern Time


Data Formats
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Both Trade and Quote Data are in csv format as below:


Trade Data : 
{timestamp yyyy-MM-dd HH:mm:ss.ssssss},{price},{volume},{exchange code (see below)},{trade conditions (see below)}

Quote Data : 
{timestamp yyyy-MM-dd HH:mm:ss.ssssss},{bid price},{bid volume},{bid exchange},{offer price},{offer volume},{offer exchange},{offer price}
 


Exchange Codes
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1 - Nasdaq
2 - NYSE 
3 - NYSE American
4 - FINRA
5 - Nasdaq OMX
6 - NYSE National
7 - Cboe
8 - NYSE Arca
9 - Investors Exchange
10 - International Securities Exchange
11 - Cboe BATS
13 - Nasdaq Philadelphia



Trade Codes
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A - Acquisition (Trade executed as a result of an Exchange acquisition)
B - Odd Lot Trade (Trade volume not in a defined trading lot for the security)
C - Official Close (Trade identified as the exchange official close trade)
D - Derivatively Priced (Trade not based on market quotations)
E - Extended Hours (Trade executed outside of regular exchange trading hours - Form T)
I - Distribution (Trade made as part of a larger block trade)
L - Seller's Option (Trade executed with flexible delivery of  the seller's choice, with a maximum of T+60)
M - Trade Thru Exempt (Trade has no condition attached that it is executed at the most favorable price across multiple exchanges)
N - Next Day (Trade settling on the next trading day T+1)
O - Official Open (Trade identified as the exchange official open trade)
P - Prior Reference Price Trade (Trade executed at a price prior to the contemporarily traded prices)
S - Intermarket Sweep (Trade was the execution due to an Intermarket Sweep Order.)
T - Cash Sale (Trade requiring delivery of securities and payment on the same day the trade - T+0)

