Tick Data
Full order book, tick-level data from NZX, designed for high-frequency analysis and historical market insight.
Contact us: data@nzx.com
Product Overview
NZX Tick Data provides full order book, tick-level data for all trading activity on NZX markets.
Designed for institutions requiring detailed historical market data, it supports high-frequency analysis, backtesting, and research use cases.
Key Features
- Full order book tick-level data
- Based on Nasdaq ME ITCH (TotalView) data structure
- Delivered daily via NZX TransferHub (SFTP)
- Historical data available from 1 October 2021
- Redistribution licence available
Delivery Format
- End-of-Day (EOD) log files
- Industry-standard binary messaging
Delivery Delivered daily via NZX-hosted SFTP.
Pricing
All fees are shown in New Zealand dollars and are exclusive of GST.
Product | Monthly Fee (NZD) |
|---|---|
Tick Data Product - Daily EOD | 1,035 |
Tick Data Distribution Licence | 680 |
Tick Data History | Contact NZX |
Contact: For information regarding tick data, data licensing or connecting to NZX data, please contact data@nzx.com.