Highlights

• Incorporate relevant economic tick data into your financial workflow to take your analysis and investment process to the next level. RESTful API delivers real-time or delayed tick data one security at a time from over 200 global exchanges across all major asset types. Leverage FactSet’s redundant data centers for simple and elegant programmatic access to normalized tick history.
• Reduce development time by powering proprietary and third-party applications with tick history from a unified data model. Using specified output formats (CSV, XML, or JSON) receive all 19 fields by default or customize the list based on specific requirements. Flexible delivery via the internet using FactSet’s hosted servers.
• Control the frequency and size of your requests through scalable technology. Make structured requests at defined intervals or pull data ad-hoc based on your application requirements. Experience dynamic intraday access to consolidated, normalized tick history. Reduce the need for additional data analysis and find trades quicker and more efficiently by filtering based on trade condition. Request data as of a specific point in time to receive first trade, last trade, quote at time, or trades at time. Proprietary technology normalizes data from over 200 global exchanges. Asset types integrated include equities, futures, options, warrants, fixed income, mutual funds, ETFs, indices, commodities, and FX rates. History for all trades with associated quotes is available for a rolling 12-month period, while options are available for a rolling 30-day period.