Historical Tick & Closing Price Data

[Pages:4]Historical Tick & Closing Price Data

Introduction

Tenfore has been collecting market data for many years and has built up domain expertise in the collection, storage and distribution of various types of historic market data.

Tenfore has complete tick data histories for all exchanges on its feed since December 2003. The service covers all of Tenfore's content sets, which include equities, derivatives and foreign exchange data, and is free of any judgmental cleansing, so represents as closely as possible the original source.

The Tick History service covers all instruments traded on the exchanges available from Tenfore. The fields available comprise all those sent out during the standard trading day - this encompasses basic messages such as bid & ask all the way up to market depth and full order book information for London Stock Exchange, Euronext and Deutsche Boerse instruments.

The universe of instruments and period required can be defined by the user on an individual instrument basis or can cover whole markets - the service is entirely configurable. The data can be delivered in a number of formats depending upon the client's specific requirements.

Tenfore's Historical Tick Data can be purchased as a one-off set of history, for seeding a database or similar purposes. Alternatively, it can be purchased on a subscription basis so you can receive regular updates of Tick Data. This may make sense where there is a need to use ongoing Tick Data but where the IT resource to create this (from a raw market feed) is not available or is too expensive.

Tenfore also has extensive daily histories for all its Exchange and Contributed data sources. These include Open interest fields for Derivatives as well as Open, High, Low, Close & Volume (OHLCV) for all exchange traded instruments.

The full set of exchange and contributed data sources available as part of the Tenfore Historical Tick Data Service is overleaf.

European Futrures, options and Commodity markets EUREX (CEF) IDEM - Italian Derivatives Market (DDM/DER) Euronext Derivatives Markets (LMF/EMDS) (LIFFE, AEX Options, MONEP, MATIF) ADEX - Athens Derivatives Exchange MEFF - Spanish Derivatives Market SGX ? (SGX DerivativesQuote)** SFE - Sydney Futures Exchange ** NZFE - New Zealand Futures Exchange **

Market Equities NYSE AMEX Boston Cincinnati Midwest Pacific Philadelphia NASDAQ Euronext Amsterdam Euronext Brussels Euronext Lisbon Euronext Paris Borsa Italiana London Stock Exchange Deutsche Boerse Swiss Exchange Russian Exchange Athens Stock Exchange Virt-X Irish Stock Exchange Stockholm Oslo Copenhagen Helsinki Madrid Vienna Luxembourg Hong Kong Stock Exchange Jakarta Stock Exchange Korea Stock Exchange Kuala Lumpur Stock Exchange The Stock Exchange Mumbai National Stock Exchange of India Philippines Stock Exchange Shanghai Stock Exchange Shenzhen Stock Exchange Singapore Stock Exchange Taiwan Stock Exchange Thailand Stock Exchange Tokyo Stock Exchange Australian Stock Exchange New Zealand Stock Exchange Osaka Stock Exchange Derivatives EUREX IDEM - Italian Derivatives Market Euronext LIFFE Euronext Amsterdam Euronext Paris (incl. MONEP & MATIF) London Metal Exchange

Tick & Daily Data Histories Matrix

EOD History Fields Available

01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/12/2003 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/08/1998 01/12/2003 01/05/1995 01/08/1998 01/09/2002 23/09/2004 14/09/2004 23/09/2004 07/10/2004 26/07/2004 01/10/2005 01/10/2005

Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Apr-05 Nov-05 Nov-05 Nov-05

OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV OHLCV

01/12/2000 01/12/2003 01/12/1999 01/12/2003 15/12/2000 01/12/2003

OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI

Tick History

01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 23/09/2004 14/09/2004 23/09/2004 07/10/2004 26/07/2004 01/10/2005 01/10/2005

01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003

Fields Available

Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S

Market Depth Market Depth Market Depth Market Depth Market Depth Full Order Book Full Order Book Level 1 incl T&S Level 1 incl T&S Market Depth Market Depth Full Order Book Market Depth Market Depth Market Depth Market Depth Level 1 incl T&S Market Depth Level 1 incl T&S

Level 2 Level 2 Level 2 Level 1 incl T&S Level 2 Level 1 incl T&S

International Petroleum Exchange NYBOT incl. CSCE, FINEX, NYCE, NYFE Chicago Mercantile Exchange New York Mercantile Exchange COMEX Chicago Board of Trade Kansas City Board of Trade ADEX - Athens Derivatives Exchange MACE - Mid-American Commodity Exchange OPRA Chicago Board Options Exchange Minneapolis Grain Exchange MEFF Copenhagen Derivatives Oslo Derivatives Singapore Derivatives Sydney Futures Exchange New Zealand Futures Exchange

Indices FT-SE International Dow Jones Standard and Poors STOXX NASDAQ Euronext Deutsche Boerse Selected International Benchmark Indices

Foreign Exchange Dresdner Frankfurt Dresdner Singapore OHV Tullett Prebon Allied Irish Bank Barclays CMC ECB Geneva International Bank Kantonalbank Merita Bank OKO Bank Sampo Skandina Enskilda Banken Trinkaus UBS Composite Realtime Forex Geneva Rada Forex NY Khanani & Kalia REEMS Exchange Saxo Bank HotSpot FXi EFX Group

Treasury Markets Dresdner Frankfurt OHV Tulletts

30/11/1999 01/12/1999 29/12/1997 01/12/2003 01/12/2003 27/03/1995 18/06/1999 01/12/2003 01/12/2003 01/12/2003 01/12/2003 15/11/2005 24/02/2005 23/09/2004 14/09/2004 11/07/2005 23/09/2005 23/09/2005

01/04/1995 01/04/1995 01/04/1995 01/04/1995 01/04/1995 01/04/1995 01/04/1995 01/04/1995

01/12/2003 16/03/2005 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003

May-95 15/03/2004 21/10/2004 15/03/2005 06/05/2005 19/07/2005 13/09/2005 30/11/2005

01/12/2003 01/12/2003 01/12/2003

OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI OHLCV+OI

OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC

OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC OHLC

OHLC OHLC OHLC

01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 15/11/2005 01/12/2003 01/12/2003 01/12/2003 01/12/2003 15/11/2005 24/02/2005 23/09/2004 14/09/2004 11/07/2005 23/09/2005 23/09/2005

Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S

Level 2 Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S Level 1 incl T&S

Level 2 Level 1 incl T&S Level 1 incl T&S

Level 2 Level 2 Level 2

01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003

Standard Standard Standard Standard Standard Standard Standard Standard

01/12/2003 16/03/2005 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/12/2003 15/03/2004 21/10/2004 15/03/2005 06/05/2005 19/07/2005 13/09/2005 30/11/2005

Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time

01/12/2003 01/12/2003 01/12/2003

Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time

Allied Irish Bank Composite MPC Treasury National Bank of Macedonia

Precious Metals Dresdner Frankfurt UBS CMC Kantonalbank London Bullion Market Composite

01/12/2003 May-95

01/12/2003 01/03/2005

01/12/2003 01/12/2003 01/12/2003 01/12/2003 01/03/2005 01/12/2003

OHLC OHLC OHLC OHLC

OHLC OHLC OHLC OHLC OHLC OHLC

01/12/2003 01/12/2003 01/07/2004 01/04/2005

01/12/2003 01/12/2003 01/12/2003 01/12/2003 29/11/2004 01/12/2003

Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time

Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time Bid, Ask, Time

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