We provide accurate, high quality historical data on the Chinese futures market. Our historical financial data currently covers all commodities and financial futures contracts traded in China. Our massive database was created to serve high speed traders and other quantitative investors to research and test their trading strategies in the world’s largest futures market. We pride ourselves in cleaning and maintaining the quality of our data in order to serve our fast growing customer base.
ChinaTickData is one of the world’s largest and most comprehensive database of high frequency data for China’s futures market. It captures, cleans, and provides access to high quality, Chinese historical data.
Tick data provides several pieces of valuable information about each trade and the market as a whole. The intraday tick data shows price movements at its most detailed level, including bid/ask price, last price, l evel-1 order book, volume, and other information. Tick data is essential for certain types of trading analysis, most notably, high frequency trading.