tickstream data archive

The raw data,
end to end.

The same feeds our gateway streams — now as a queryable historical archive. Every NQ tick and the full order book, plus deep option-chain history with greeks and open interest. Parquet-backed, served as JSON over any time range, and enriched live every day from the live stream.

Two ways to buy — same archive, same starting price

BUY ONCE
pay the package price one time
  • Today: the complete archive, 2019 → your purchase day
  • Tomorrow: nothing changes — no renewal, no billing, ever
  • Forever: your data stays accessible via the API
  • But: new trading days are not added
BUY ONCE + STAY CURRENT
same price today, then $10/mo
  • Today: the exact same complete archive
  • Tomorrow: every new trading day added automatically
  • Cancel anytime: you keep everything up to your last paid month — it simply stops growing
  • Restart later: costs the full package price again, so staying subscribed is the cheap path

In one sentence: both give you the whole archive — the $10/mo decides whether tomorrow's data keeps arriving.

FREE PREVIEW · NO SIGNUP

Try the data before you buy it

Two full months of the real NQ tick archive — Feb + Mar 2025, 22.9 million trades — plus two complete days of Level-2 order-book depth (Mar 3–4, every book level, every update — 34.7 million rows). Same schema and aggressor side the paid API serves. Parquet + README.

Download free sample — 245 MB .zip

ts (µs, UTC) · price · size · side (buy/sell aggressor) — free for personal research & backtesting, no redistribution.

NQ Tick + L2 Archive

NQ

Every NQ tick and the full order book — 7 years, growing daily.

The complete E-mini Nasdaq-100 tape: every trade (price, size, real aggressor side) plus full Level-2 depth, 2019→present, ~7 years of microsecond data. Served as Parquet-backed JSON over arbitrary time ranges via /v1/history/ticks and /v1/history/book. Backfilled from our archive and enriched live every day from the same feed our gateway streams.

  • Trades: ts, price, size, buy/sell aggressor
  • Level-2: full depth, price/size per level
  • 2019 → today, microsecond timestamps
  • Arbitrary date ranges, no row cap
/v1/history/ticks/v1/history/book
Buy once · $80 yours forever, frozen at today $80 + $10/mo grows every trading day · cancel anytime, keep it all

Options Chain Archive

Index / ETF options

Historical + live option chains with greeks, OI and IV.

Full option chains for the major index ETFs (QQQ, SPY, IWM, DIA) — strike, expiry, bid/ask/last, open interest, implied volatility and all greeks. Deep history (2019→) backfilled day-by-day and enriched live from our own options stream. The exact dataset that powers dealer-gamma / GEX research. Served via /v1/history/options over any date range.

  • Per-strike: OI, IV, delta, gamma, theta, vega
  • QQQ · SPY · IWM · DIA (Nasdaq, S&P, Russell, Dow)
  • Daily EOD history (2019→) + live intraday
  • Compute net-GEX, gamma flip, call/put walls
/v1/history/options
Buy once · $50 yours forever, frozen at today $50 + $10/mo grows every trading day · cancel anytime, keep it all

Ticks + Optionflow

Bundle

Both archives together — ticks, full L2 and option chains.

The combined data bundle: every NQ trade and the full Level-2 order book, plus historical + live option chains with greeks and open interest. All /v1/history/* endpoints in one subscription — cheaper than buying the two separately.

  • NQ trades + full Level-2 (2019 → live)
  • Option chains: OI, IV, greeks
  • All /v1/history/* endpoints
  • Save vs. buying both separately
/v1/history/ticks/v1/history/book/v1/history/options
Buy once · $100 yours forever, frozen at today $100 + $10/mo grows every trading day · cancel anytime, keep it all

How it works

  1. Buy once or subscribe — your API key instantly unlocks the matching /v1/history/* endpoints. One-time purchases are clamped to your purchase date; subscriptions always reach live.
  2. Query any range: GET /v1/history/ticks?symbol=NQ&start=2022-06-13&end=2022-06-14 with Authorization: Bearer YOUR_KEY.
  3. Get back Parquet-grade rows as JSON — trades, full L2, or option chains with greeks & OI.

Data is provided as-is for research and backtesting. Option-chain history is redistributed under our data licenses. Market data carries no warranty of completeness; nothing here is financial advice.