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Historical Tick Data for U.S. Stocks

by QuantShare, 3627 days ago
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This item downloads historical tick data for all U.S. equities and for the last 20 trading days.

If you are not using the Auto-Manage feature of QuantShare, you must first update your symbols list:
- Select "Symbol -> Auto-Manage Symbols"
- Check "New York Stock Exchange", "American Stock Exchange" and "NASDAQ" exchanges
- Check "Force the update of symbol information"
- Click on "Save"
This will update symbol information and most importantly (for this item) set the correct exchange (market %u2013 NYSE, NASDAQ and AMEX) of each U.S. ticker symbol.


When done, open the downloader manager (Download -> Download Manager), select "Historical Tick Data for U.S. Stocks" then start the download item.
Note: In the downloader, there is an "NbDays" tab. There, you can specify the number of trading days worth of tick data to download for all selected ticker symbols. The maximum value of this field is 20.
If you want to get only the latest data (today and yesterday) then set "NbDays" value to 2.
If you want to get only today's data then set "NbDays" value to 1.


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Type: Download Script

Object ID: 1285


Country:
United States

Market: Stock Market

Style:
All

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