Indian Stock Market
Tick-by-tick cash equities and F&O with full depth snapshots, corporate-action adjusted.
- Cash + Equity/Index F&O
- Level-2 depth (5/20 levels)
- Corporate action adjusted
- Since 2013
Full-depth, exchange-timestamped historical and streaming tick data for Indian equities, MCX, global stocks, forex and crypto — captured redundantly and delivered gap-free for algorithm research and forward testing.
Market coverage
Every venue is normalised to the same schema and clock convention, so a cross-asset strategy reads Indian equities and Bitcoin perps the exact same way.
Tick-by-tick cash equities and F&O with full depth snapshots, corporate-action adjusted.
US and global equities with consolidated trades and quotes, split and dividend adjusted.
Indian commodity futures and currency derivatives — gold, silver, crude, natural gas and pairs.
Aggregated interbank spot FX across majors, minors and exotics with bid/ask at the tick.
Top centralized exchanges — spot and perpetual futures, trades and full order-book events.
Bundle & save
Combine markets that fit your strategy. See the full coverage matrix and formats.
View full coverage →Built to be trusted
Bad data quietly poisons a backtest. Our entire pipeline exists to make sure the ticks you receive are complete, ordered, and identical every time you pull them.
Every venue is recorded from at least two independent gateways. If one drops a packet, the other fills it — you never see the gap.
Ticks carry the venue's own nanosecond clock, not our receive time — so event ordering survives across assets and days.
Message sequence numbers are validated on capture. Any break triggers automatic re-request and reconciliation against the archive.
Splits, bonuses, dividends and contract rolls are applied on a versioned adjustment layer you can switch on or off.
Pull the same symbol and range on any day and receive the same file. Checksums are published alongside every delivery.
When a venue restates data we ship a new dated version and keep the old one. Your research stays reproducible.
Capture pipeline
A tick is validated at five stages before it ever reaches a download. Nothing is interpolated, smoothed, or quietly dropped.
How it works →Delivery
Bulk historical archives for research, or a live stream for forward testing — same schema across both.
Compressed, partitioned by symbol & date. Ideal for large research pulls.
Human-readable per-day tick files for quick inspection and imports.
Query symbol ranges programmatically with paginated tick responses.
Sequence-checked WebSocket feed for forward-testing pipelines.
# unified tick schema (all venues) { "venue": "NSE", "symbol": "NIFTY24JUNFUT", "ts_exch": 1717452900412897653, # ns, exchange clock "price": 22431.05, "size": 75, "side": "B", "seq": 88431902, "depth": [ { "bid": 22431.00, "bq": 225 }, { "ask": 22431.10, "aq": 150 } ] }
Pricing
Flat monthly pricing in INR. No per-symbol metering, no surprise overages. Purchase is arranged directly with sales.
Entry plan for NSE & BSE algo research.
Indian plus international stock markets.
Equities with commodities and currency.
Round-the-clock forex and crypto feeds.
International equities, forex and crypto.
Every venue we capture, one feed.
Need a custom venue mix or multi-seat licence? Talk to sales →
From the desks that use it
“We stress-tested three vendors before committing. TickDataFeed was the only one with zero missing sessions across two years of NIFTY F&O. The depth snapshots line up exactly with the exchange archives — that alone saved us weeks of reconciliation.”
“The timestamps are the real deal — monotonic and exchange-side, so my forward tests finally stopped drifting against paper fills. Parquet dumps download in minutes and the schema never changes under me.”
“MCX crude and natural gas tick data is usually a mess elsewhere. Here it is clean, continuous and corporate-action aware. Sales walked me through the exact contract roll logic before I paid — no black box.”