---
title: "TickData"
canonical: https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/tickdata
markdown: https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/tickdata.md
language: python
source: https://github.com/QuantConnect/Documentation/tree/master/03%20Writing%20Algorithms/14%20Datasets/05%20TickData
modified: 2026-10-31
index: https://www.quantconnect.com/llms.txt
---

# TickData

[Documentation](https://www.quantconnect.com/docs/v2.md) > [Writing Algorithms](https://www.quantconnect.com/docs/v2/writing-algorithms.md) > Datasets > TickData

> Code examples are shown in Python. Append `?lang=csharp` to this URL for the C# version of this page.

[TickData](https://www.tickdata.com/) was founded by a futures broker and a programmer in 1984 as the first company in the world to offer historical tick-by-tick prices on the futures and index markets. TickData provides access to comprehensive and detailed market data and analytics products in the financial industry covering Equities, Futures, Options, cash FOREX, and Cash Indices.

- [International Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/tickdata/international-futures.md)

## Pages in This Section

- [International Futures](https://www.quantconnect.com/docs/v2/writing-algorithms/datasets/tickdata/international-futures.md): International Futures dataset from TickData.