Overview : Advantages : Features : Technical

FasTick Overview

FasTick was developed to test historical trading strategies using tick data. FasTick tick data includes every trade, bid and ask for over 12,000 securities (options as well as equities) since 1994. Quote data is level two (market maker codes are present). The data retrieval process is optimized by using compression techniques in a proprietary binary database. Ticks for the entire US equity market can be accessed in under 10 seconds for an entire trading day.

All trade and quote descriptive information is captured and stored. On the fly filtering can be performed on ticks using the correction codes supplied with the data. Standard deviation and user defined filters can also be applied to the data.

The binary database exists as part of a standard windows-based file system, making installation as simple as copying files. This database can be accessed through a programming API or through MarketQA. The C++, Java, and VB APIs allow the user unparalleled flexibility.