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Q: Tick data for OTC100 index ( Answered,   2 Comments )
Subject: Tick data for OTC100 index
Category: Business and Money > Finance
Asked by: dgc1954-ga
List Price: $100.00
Posted: 05 Feb 2003 16:54 PST
Expires: 07 Mar 2003 16:54 PST
Question ID: 157825
I would like to get historic "tick by tick" data for the OTC100 "cash"
index.  It is possible to purchase "tick" data for the OTC100
"futures" index, but I have not been able to find a vendor that sells
this data on the cash index.  I would need both the tick price and the
time in hours, minutes and seconds. I would want to get data back at
least a year (i.e. all of 2002). I would also like to purchase tick by
tick data on the S&P500 "cash" index. Thank you.

Request for Question Clarification by rippo-ga on 05 Feb 2003 22:49 PST
Hi dgc1954-ga,

I have found a vendor that sells cash indices tick data for S&P 500,
as well as the following:

Description    Symbol Start Date 
S&P 500        SP     02/1983 
S&P 400 MidCap MD     01/1998 
S&P 100 (OEX)  SX     01/1987 
NASDAQ 100     ND     01/1997 
Russell 2000   RL     01/1997 
DJIA           DJ     04/1993 
NYSE Composite Index YX 01/1987 

I have emailed the site to ask if they can provide OTC100 tick data as
well, as their site doesn't list it.

They can construct time intervals of any granularity and write data to
a wide variety of ASCII formats, readable by virtually any analysis
software, including TradeStation, Excel, MetaStock, and Aspen

Would providing this site name be an acceptable answer, or would you
prefer that I wait until/if I get a response back about the OTC100?

Google Answers Researcher

Request for Question Clarification by nauster-ga on 05 Feb 2003 23:54 PST
What format would you like the data delivered in? Is it OK if the data
is fetched via a download, or do you require a CD of the data?

For Example: I found a source that will provide Tick data for NDX back
to 1995 for free. BUT: it is in Trade Station 4.0 format. If you are
using that software, this can be useful. Otherwise, not.

Request for Question Clarification by rippo-ga on 06 Feb 2003 07:44 PST

A comment below by nauster-ga notes that the OTC100 and Nasdaq100 cash
indicies are the same thing. Do you agree?

If so, according to my previous question clarification, I can offer
you a link to a vendor selling the tick data you seek. The provider's
database of historical cash index data is delivered in their
compressed, proprietary format, which reduces required drive space and
allows for faster processing. Cash indices are presented tick-by-tick.
All orders include their database management software that enables
users to create ASCII files custom-tailored to their needs.

Please let me know if this would adequately answer your question and I
will go ahead and post the name of this provider.

Google Answers Researcher

Request for Question Clarification by rippo-ga on 06 Feb 2003 07:50 PST

Shortly after posting my last question clarification, I received a
reply email from the vendor selling the cash index information. Here
is the reply:

"What is the OTC 100?  Is that the NASDAQ 100?  If so, we have it,
dating back to 1/1997."

This vendor seems to confirm what nauster-ga notes in the comment
below, but I'd prefer to have your go ahead before making this
assumption. Can you clarify if OTC 100 = NASDAQ 100 and if so, whether
you would like me to post the information for you to answer this

Google Answers Researcher

Clarification of Question by dgc1954-ga on 06 Feb 2003 11:14 PST
Thank you for locating this source. You are correct that OTC 100 and
Nasdaq 100 are the same.  As I mentioned in my question, it is
important to me to get the precise time of the tick data changes
hours, minutes & seconds. This is a vast amount of data, and I would
expect it to be in a large askii field delimited file that can be
opened, read and parsed. Your answer seems to indicate that the data
is available in askii format.   Ususally data of this type is stored
one record per line with a comma or other field delimiter between each
data bit (i.e. price, year, month, day, hour, minute, second). I don't
want the data provider to break out the data intervals, I would like
all of the raw data.  If the data had been available only in format
that can be used by a "proprietary software" package, then I would not
be able to use it in the want I want. If it is provided in askii field
delimited format, then I can take it from there.
Thanks again for getting me this information!

Request for Question Clarification by rippo-ga on 06 Feb 2003 12:19 PST
Thanks for that clarification dgc1954-ga - I have emailed the data
provider with all of the questions you asked, and expect to hear back
shortly. They are fairly good at responding quickly.

Be back in a bit,
Google Answers Researcher

Request for Question Clarification by rippo-ga on 06 Feb 2003 18:26 PST
Hi again dgc1954-ga,

The reply I received from the vendor I am in contact with is below. As
you know your needs best, I will defer to you on whether this is

"Sounds like he needs tick-by-tick data.  We have it. He should note,
however, that not all data has a second stamp - some do, some don't. 
If that is acceptable, I believe we fit the bill.  If you would like
to try out a sample of our data and data management software (included
with all orders, it allows you to create custom ASCII files), please
visit our website and download our demo."

It sounds like this vendor has the tick-by-tick data you desire, and I
have scoured the web looking for another vendor with no success. This
may be your best bet, and since you can create custom ASCII files, it
may be worth your while to check it out. But I'll leave that up to you
to decide.

If you'd like me to answer this question, just say the word and in my
answer I will post:

+ the name of/link to the company
+ the name/contact info the vice president I have been interacting
+ a direct link to the page where the cash indices data can be found
+ a direct link to the downloadable software demo to create custom
ASCII files

I look forward to your response dgc1954-ga, and if the above doesn't
meet your needs, best of luck in your search for this data!

Google Answers Researcher

Just let me know if you would like to

Clarification of Question by dgc1954-ga on 06 Feb 2003 18:41 PST
It sound to me as though you have found the best chance I have at
getting the "cash index" tick data I am looking for. I have purchased
tick data from a company called "Tick Data Inc", and have not been
satisfied with their "cash" index tick data.  If you have found
another company, that claims they have tick data for "cash" indexes
(as opposed to futures indexes), then its worth $100 for me to check
it out.

Thank you for your help.

Request for Question Clarification by rippo-ga on 06 Feb 2003 19:18 PST

Wish you'd posted in your original question that you had used
Tickdata. :) That is the vendor I have been in contact with. On the
bright side, you saved yourself $100 for data you already had.
Unfortunately, the search continues. I'll keep on looking though, and
if I find another vendor, I'll post another clarification.

Good luck,
Google Answers Researcher

Request for Question Clarification by nauster-ga on 06 Feb 2003 20:35 PST
Olsen Data has a "ND100" data set, which is the Nasdaq 100 cash index.
The available dates run from 11.09.1996 to 06.02.2003. You can request
the full tick data set, a pruned subset, and even specify the minimum
tick quality you want (they rank their filtered tick data based on

Olsen Data AG:

Page that covers their tick data:

Explanation of their filter:

Does this service meet your needs?

Clarification of Question by dgc1954-ga on 06 Feb 2003 21:30 PST
I'm sorry that I caused you extra effort by not mentioning that I have
had dealings with Tick data and was not able to get "cash" index data
to my satisfaction.

Thank you for your help.

Clarification of Question by dgc1954-ga on 06 Feb 2003 22:59 PST
I have checked out the Olsen site and sent them an e-mail asking if
they have the tick data for the Nasdaq 100 cash index.  Based on the
web site, it appears they have what I am looking for.  I will let you
know what I find out. If they have the data they you have solved my
problem and can collect the $100.

Thank you for your help!

Request for Question Clarification by nauster-ga on 11 Feb 2003 12:32 PST
Hello again dgc1954-ga,

I just wanted to follow-up with you and see whether that lead panned
out, or if you'd like more assistance in this matter. I'll happily
field any questions you have on this topic, and/or look for different
leads if you'd like.

Subject: Re: Tick data for OTC100 index
Answered By: nauster-ga on 18 Feb 2003 12:12 PST

I believe you got the answer you were looking for. If you need further
assistance on this topic, please post as clarifications so I can do
all I can to assist.

Subject: Re: Tick data for OTC100 index
From: nauster-ga on 05 Feb 2003 23:11 PST
The OTC100 and the Nasdaq 100 are the same thing.
Subject: Re: Tick data for OTC100 index
From: rippo-ga on 06 Feb 2003 22:13 PST
No worries dgc1954-ga! Glad you mentioned it before I posted it as an
answer. :)  Perhaps another Researcher will be able to assist in this
data pursuit.

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