Dataset

NxCore Stock Market, Commodity and Index - High-Frequency Historical Data

Added By mrflip

NxCore Historical Data

Nanex currently offers historical market data from January 2004 to the present day. The data is in the NxCore tape file format. There are three major benefits for doing it this way.

1. It’s in the exact same format as the data during real time.
2. All the data is synchronized, unlike other data services that provide data by symbol and then one has to synch all symbols and guess which quote came before the trade.
3. It’s compressed over 90%, saving hard drive space and time.

As one can see there are many benefits to using NxCore’s Historical Data. It will save you and your company time because the data is already synchronized, eliminating any time spent putting data in order. The data is compressed to the point that it can be downloaded quickly over the internet, saving time, money, and disk space. Listed below are all the exchanges we have to offer. Each exchange also lists how the data can be broken down. If one only needs NASDAQ trades and Indexes, then the tape will only include trades and indexes. This eliminates unnecessary data and time spent filtering out that data. A general overview of the data structure is located here.

Nanex offers the following exchanges:

NASDAQ

  • Trades
  • Best Bid/Ask Quotes
  • Regional Exchange Quotes
  • Indexes
  • Level 2

NYSE

  • Trades
  • Best Bid/Ask Quotes
  • Regional Exchange Quotes
  • Indexes

AMEX

  • Trades
  • Best Bid/Ask Quotes
  • Regional Exchange Quotes
  • Indexes

TSE/CVE (Toronto)

  • Trades
  • Best Bid/Ask Quotes

Pink Sheets

  • Trades
  • Best Bid/Ask Quotes

OPRA

  • Trades
  • All Quotes or NBBO only

CME

  • Trades
  • Best Bid/Ask Quotes
  • Depth of Market

CBOT

  • Trades
  • Best Bid/Ask Quotes
  • Depth of Market

NYMEX

  • Trades
  • Best Bid/Ask Quotes

COMEX

  • Trades
  • Best Bid/Ask Quotes

NYSE LIFFE

  • Trades
  • Best Bid/Ask Quotes

CFECBOE Futures

  • Trades
  • Best Bid/Ask Quotes

ICE Futures US

  • Trades
  • Best Bid/Ask Quotes

ICE Futures Europe

  • Trades
  • Best Bid/Ask Quotes

ICE Futures Canada

  • Trades
  • Futures – Level 2

Eurex

  • Trades
  • Best Bid/Ask Quotes

EuroNext – CN/ID/IR

  • Trades
  • Best Bid/Ask Quotes

LME

  • Trades
  • Best Bid/Ask Quotes

KCBOT

  • Trades
  • Best Bid/Ask Quotes

MGE

  • Trades
  • Futures – Level 2

SGX – Singapore

  • Trades
  • Best Bid/Ask Quotes

Barclays

  • Trades
  • Best Bid/Ask Quotes

Indexes

  • CBOE
  • Dow Jones
  • DTN