Tick History Overview

R. Todd Gafford -

The TickHistoryManager interface allows you to request intraday bars and tick data for symbols.

  • Tick Data: Time and sales tick data.
  • Minute Bar Data: Historical bar data in minute increments. The smallest bar can be one minute, but other intervals can be specified, such as 3, 5, 30, and 60.
  • Tick Bar Data: Tick bars, such as 100 ticks per bar (100T) or 10,000 shares per bar (10000V).

Interactive Data provides up to 40 days of intraday tick data and several years of intraday minute intervals, depending on the instrument. For more information about how much historical data is available, see this knowledge base article.

Most analytics concerning bar data require somewhere between 300 to 600 bars of data. Requests for bar data should use an interval amount that results in the number of bars required by the application’s analytical operations. The table below provides examples of the intervals that an application should use to generate bar data.

Time PeriodMinimum Interval Allowed
Current Day One Minute
Two Days One Minute
Five Days Five Minutes
Ten Days Ten Minutes
60 Days Sixty Minutes