Finance & Economics
CSV/ZIP
Version 1.2.0
Updated Oct 2026
Global Financial Markets High-Frequency Tick Data (2024-2026)
Microsecond-level order book updates, spread snapshots, and executed trades across top 50 global equity indices.
Dataset Overview & Methodology
### Overview
This comprehensive financial dataset contains multi-asset high-frequency tick data captured between January 2024 and October 2026 across major global exchanges including NSE, BSE, NYSE, and NASDAQ.
### What is Included
- Microsecond-precision timestamps (UTC and IST)
- Bid/Ask depth level snapshots (L2 order book data up to 5 tiers)
- Executed trade volumes, price slip metrics, and liquidity delta indicators
- Cleaned and normalized for quantitative algorithmic backtesting, machine learning volatility modeling, and market microstructure analysis.
### Compliance & Provenance
Aggregated from licensed financial feeds and public market records. Strict quality checks have been applied to filter out duplicate execution records.
This comprehensive financial dataset contains multi-asset high-frequency tick data captured between January 2024 and October 2026 across major global exchanges including NSE, BSE, NYSE, and NASDAQ.
### What is Included
- Microsecond-precision timestamps (UTC and IST)
- Bid/Ask depth level snapshots (L2 order book data up to 5 tiers)
- Executed trade volumes, price slip metrics, and liquidity delta indicators
- Cleaned and normalized for quantitative algorithmic backtesting, machine learning volatility modeling, and market microstructure analysis.
### Compliance & Provenance
Aggregated from licensed financial feeds and public market records. Strict quality checks have been applied to filter out duplicate execution records.
Data Schema & Column Dictionary
7 Attributes| Field Name | Data Type | Description / Valid Values |
|---|---|---|
timestamp |
datetime_iso | Microsecond timestamp in UTC |
ticker |
varchar(10) | Instrument symbol (e.g. RELIANCE, AAPL) |
exchange |
varchar(10) | Exchange identifier (NSE, NYSE) |
bid_price |
decimal(12,4) | Best available bid price in local currency |
ask_price |
decimal(12,4) | Best available ask price in local currency |
executed_vol |
bigint | Trade executed volume |
vwap |
decimal(12,4) | Volume Weighted Average Price |
Sample Data Preview
Verified SampleThe sample rows below demonstrate the normalized structure of this dataset. The complete paid dataset contains the full volume of records.
| timestamp | ticker | exchange | bid_price | ask_price | executed_vol | vwap |
|---|---|---|---|---|---|---|
| 2026-10-20T09:15:00.124512Z | RELIANCE | NSE | 2845.5 | 2845.75 | 1250 | 2845.62 |
| 2026-10-20T09:15:00.145892Z | INFY | NSE | 1782.1 | 1782.3 | 800 | 1782.2 |
| 2026-10-20T09:15:00.210450Z | TCS | NSE | 3950 | 3950.4 | 450 | 3950.25 |
Included Deliverable Files
Full Dataset Bundle (CSV/ZIP)
Original file: global-financial-markets-tick-data-1.2.0.csv • 3.00 KB • MIME: text/csv
Version Release History
-
v1.2.0 28 Oct 2026
Initial marketplace release with verified schema and data checks.
License & Permitted Usage
Commercial & Academic License: Permitted for proprietary internal analytics, model training, commercial decision-making, and academic publications. Redistribution of the raw dataset is prohibited.
One-Time Purchase Price
₹2,499.00
INR
Payment Type:
One-time payment
Total Records:
14,500,000
File Size:
256.00 MB
Format:
CSV/ZIP
Cashfree Payments
Official Hosted Checkout • UPI, Cards, NetBanking
Includes lifetime download access to purchased dataset version.