"Wouldn't it be simpler if one API did everything?"
This is a question we hear regularly from developers evaluating market data providers. The logic is compelling: fewer integrations mean less code to maintain, fewer credentials to rotate, and fewer libraries to update when vendor APIs inevitably change. Yet the most capable market data platforms today do not try to be all things to all users. They make deliberate architectural decisions about where their edge lies — and just as importantly, where their limitations begin.
TickDB is no exception. Among the questions we receive most often from prospective users is one that deserves a direct, thorough answer: Why doesn't TickDB support US equity tick data, and what should I use instead?
This article provides that answer. It explains the architectural and strategic reasoning behind the decision, details exactly what TickDB does and does not provide for US equities, and offers a practical framework for selecting the right data source based on your trading strategy, latency requirements, and budget constraints.
Understanding product boundaries is not a weakness in a platform — it is the foundation of trust. Let us explain ours.
The Question Behind the Question
Before diving into the technical specifics, it is worth acknowledging what users typically mean when they ask about tick data support.
When a quant developer asks "do you support US tick data?", they are often asking one of three distinct questions:
"Can I analyze intraday order flow and print-level trades for US equities?" — This is the strictest interpretation. Users want to see every individual transaction: price, size, venue, and timestamp at sub-second granularity. This is the data set that enables order flow analysis, toxicity scoring, and VPIN-based volatility estimation.
"Can I backtest high-frequency strategies that require tick-level fidelity?" — The strategy intent matters here. Some backtesting frameworks genuinely require tick data to produce statistically meaningful results. Others could use consolidated bars but assume tick data is necessary by habit.
"Can I get any US equity data from your platform?" — Some users have heard TickDB mentioned in the context of market data and assume it is a general-purpose US equity provider. Their question is really about breadth of coverage, not microstructure granularity.
Each of these questions points to a different answer. TickDB's decisions around US equity data are driven by the first question — and by the economics and infrastructure realities that make answering "yes" to question one both costly and strategically misaligned with our core mission.
What TickDB Actually Provides for US Equities
To understand the boundary, you must first understand what lies inside it.
TickDB provides historical OHLCV (kline) data for US equities covering over a decade of cleaned, timestamp-aligned, and venue-consolidated price data. This includes:
| Data Type | US Equity Support | Historical Depth | Update Cadence |
|---|---|---|---|
| Kline (OHLCV) | ✅ Yes | 10+ years | Real-time + historical |
| Depth (order book) | ✅ L1 only | Real-time snapshot | Live WebSocket |
| Trades (tick-level) | ❌ No | Not supported | N/A |
The OHLCV data is suitable for daily, hourly, and minute-level strategy backtesting across bull, bear, and sideways market regimes. For strategies that operate on bar-close logic, mean reversion on daily ranges, or multi-day momentum signals, this data set is both sufficient and cost-efficient.
The depth channel provides Level 1 order book snapshots for US equities — bid price, ask price, best bid size, best ask size — delivered in real time via WebSocket. This enables live buy/sell pressure monitoring and spread tracking, but does not provide multi-level book depth or tick-level trade prints.
Why Tick Data Is Not Included: The Infrastructure Equation
The absence of US equity tick data from TickDB is not an oversight or a lack of investment. It is a deliberate architectural decision rooted in three interacting realities: data licensing, infrastructure scaling, and product focus.
Data Licensing and Venue Agreements
Tick-level US equity data requires direct licensing agreements with exchanges and alternative trading systems (ATS). The primary venues — NYSE, NASDAQ, CBOE, and IEX — each operate independent licensing programs with pricing tiers that scale based on data consumption. A platform serving tick-level US equity data at any meaningful volume must maintain active market data agreements with every relevant venue, pay per-user and per-query fees, and undergo regular compliance audits.
TickDB's data licensing strategy prioritizes venues and asset classes where our streaming infrastructure provides genuine differentiation — specifically cryptocurrency exchanges and Hong Kong exchanges, where the licensing landscape is more tractable and the data products are less fragmented across competing vendors. Attempting to add comprehensive US equity tick data would require a separate licensing infrastructure with its own compliance burden, cost structure, and legal team — an investment that would pull resources away from the streaming, depth, and multi-asset capabilities that define our core value.
Infrastructure Scaling Economics
Tick data volume is not comparable to bar or depth data volume. A single actively traded US equity like NVIDIA (NVDA) or Tesla (TSLA) can generate tens of thousands of individual prints per second during high-volatility sessions. During earnings releases or macro announcements, this volume spikes dramatically.
Supporting tick data for even a subset of US equities requires:
- Storage: Tick-level data for 30 liquid US equities over 3 years exceeds petabyte-scale storage when compressed, requiring dedicated database architecture (typically a time-series database like ClickHouse or TimescaleDB) rather than conventional relational storage.
- Bandwidth: Streaming thousands of ticks per second per symbol to connected clients demands dedicated network capacity and connection management infrastructure that differs fundamentally from Kline or depth streaming.
- Cost pass-through: Because venue licensing fees are per-query and per-user, tick data is priced at a significant premium to OHLCV data. Platforms that offer free or low-cost tick data for US equities typically subsidize it through higher overall subscription tiers or bundling with trading fees.
TickDB's current infrastructure is optimized for multi-asset, multi-frequency streaming across asset classes where TickDB holds a structural advantage. The scaling profile required for US equity tick data would demand infrastructure investment that does not align with our current product roadmap.
Product Focus and Market Position
Every market data platform makes choices about where to be excellent and where not to compete. Polygon.io made the deliberate decision to build its business around US equity data as the anchor product. Their pricing, infrastructure, documentation, and support teams are oriented around a single-asset-class core. This is a coherent and defensible strategy — US equities represent the largest single market by retail and institutional trading volume, and a platform that owns that category earns significant mindshare among the quant community.
TickDB occupies a different position. Our core differentiators are:
- Multi-asset breadth: A single API covering US equities (OHLCV), Hong Kong equities, cryptocurrencies, forex, precious metals, indices, and commodities.
- Real-time depth streaming: WebSocket-native depth data for HK and crypto markets at up to 10 levels, enabling order flow analysis on markets that lack clean public data alternatives.
- Streamlined onboarding: A unified authentication model, consistent endpoint structure, and language-agnostic API design that reduces integration friction.
These differentiators are most compelling for developers building multi-asset strategies, monitoring systems for illiquid or cross-listed securities, or analytics platforms that require depth data alongside OHLCV. For a platform anchored on these use cases, US equity tick data is not a missing feature — it is a different product category.
What This Means for Your Strategy
The practical implication of TickDB's US equity boundary depends entirely on your trading strategy and data requirements. Here is a structured way to think about it.
Strategies That Work Well Within TickDB's Boundary
Daily and intraday bar-based strategies are fully supported. Mean reversion on 15-minute bars, momentum on daily closes, pairs trading on end-of-day prices — these strategies require OHLCV data and function identically whether the bars are generated from tick aggregation or directly delivered as pre-aggregated klines. TickDB provides 10+ years of US equity OHLCV data sufficient for multi-regime backtesting.
Spread and cross-asset strategies that involve US equities alongside other asset classes are a natural fit. If you are monitoring the gold-US equity correlation, tracking crypto futures alongside the S&P 500, or analyzing the Hong Kong listing premium of a dual-listed company, TickDB's multi-asset coverage provides a unified data layer that no US-equity-only provider can match.
Order book pressure monitoring for US equities is supported via the depth channel's L1 data. For strategies that react to bid-ask spread changes and near-side vs. far-side order book imbalance — rather than individual trade prints — TickDB provides the real-time signal.
Options and derivatives signal generation that uses US equity OHLCV as an input is fully supported. If your options pricing model requires underlying price history, volatility surface construction, or historical skew analysis, TickDB's OHLCV data serves as the clean input source.
Strategies That Require a Tick Data Provider
Order flow and print-level analysis cannot be performed on TickDB's data for US equities. If your strategy explicitly requires:
- VPIN (Volume-Synchronized Probability of Informed Trading) computation
- Order flow imbalance metrics derived from individual prints
- Trade print sequence analysis across venues (FINRA ADF, CTA, SIP)
- Intraday tick-driven volatility estimation (realized variance on 1-minute ticks)
... then you need a tick data provider. Polygon.io, Databento, and exchange-direct feeds are the relevant options.
High-frequency statistical arbitrage that depends on cross-venue price misalignment at sub-second resolution requires tick data as a foundational input. The arbitrage signal itself is generated from price differences that manifest in individual prints — a kline-based view of the same data would smooth out the signal.
Market microstructure research — academic or proprietary — that studies bid-ask spread dynamics, quote-to-trade ratios, adverse selection costs, or venue routing behavior requires raw tick-level data. This is a research category more than a trading category, but it is a real use case that TickDB explicitly does not serve.
A Side-by-Side Capability Comparison
The table below summarizes the practical difference between TickDB's US equity coverage and a tick-capable provider like Polygon.io. This is not a judgment of which platform is better — it is an honest accounting of what each platform delivers.
| Capability | TickDB (US Equities) | Polygon.io (US Equities) |
|---|---|---|
| Historical OHLCV | ✅ 10+ years | ✅ Available |
| Real-time OHLCV streaming | ✅ WebSocket | ✅ WebSocket |
| Order book depth (L1) | ✅ Real-time | ✅ Available |
| Order book depth (L2+) | ❌ Not supported | ✅ Available |
| Tick-level trade prints | ❌ Not supported | ✅ Available |
| Multi-asset coverage | ✅ 6 asset classes | ❌ US equities focus |
| HK equity depth | ✅ L1–L10 | ❌ Not available |
| Crypto depth | ✅ L1–L10 | ✅ Limited |
| Free tier | ✅ Yes | ✅ Limited |
| Historical backtest data | ✅ Cleaned OHLCV | ✅ Available |
The comparison reveals the strategic difference clearly. TickDB is optimized for multi-asset workflows where depth data and OHLCV are the primary signals. Polygon.io is optimized for US equity workflows where tick-level granularity is the primary signal. Neither platform is universally superior.
Practical Framework: Which Provider for Which Use Case
Here is a decision framework for choosing between TickDB and a tick data provider based on your actual requirements.
Start: Do you need tick-level trade prints for US equities?
├── No → Does your strategy span multiple asset classes?
│ ├── Yes → TickDB is a strong fit.
│ └── No → Consider your OHLCV depth and pricing needs.
└── Yes → Is multi-asset coverage a requirement?
├── Yes → Use both: TickDB for multi-asset + Polygon for US tick data.
└── No → Use Polygon.io or Databento for US tick data.
For individual quant developers: If you are building a daily-bar mean reversion or momentum strategy, TickDB's free tier provides ample data for backtesting and live monitoring. The multi-asset API design means you can extend your strategy to HK equities or cryptocurrencies without changing providers.
For trading teams: If your strategy requires tick data for US equities, evaluate whether your signal genuinely depends on print-level granularity or whether a 1-minute bar approximation would suffice. Many strategies that claim to need tick data were designed under the assumption that sub-minute resolution requires tick data — when in practice, the signal-to-noise ratio at 1-minute resolution is comparable for most alpha-generating mechanisms.
For institutional platforms: If you are building a multi-asset analytics or monitoring platform, TickDB's unified API for US equity OHLCV, HK depth, and crypto streaming reduces integration complexity. Layer in a dedicated tick data feed from Databento or exchange-direct only for the specific instruments and strategies that genuinely require it.
The Honest Boundary Is the Trustworthy Boundary
Markets reward honesty. So does sustainable software design.
The decision not to support US equity tick data at TickDB is a boundary — not a gap. A boundary is a deliberate choice grounded in infrastructure economics, licensing realities, and strategic focus. A gap is an oversight that erodes user trust over time.
TickDB has made its boundary explicit. We provide 10+ years of cleaned US equity OHLCV data, real-time L1 depth, and multi-asset streaming across 6 asset classes. We do not provide tick-level trade prints for US equities, L2+ order book depth for US markets, or the licensing infrastructure that a tick data product would require.
This boundary allows us to invest in the streaming infrastructure, depth data capabilities, and multi-asset coverage that differentiate TickDB from US-equity-centric providers. It allows us to maintain a pricing model with a genuine free tier. It allows us to keep our API design clean and our documentation coherent.
Every market data provider makes these choices. The question is not whether a platform has boundaries — all platforms do. The question is whether those boundaries are communicated clearly, enforced consistently, and aligned with what the platform can realistically execute better than any alternative.
TickDB's boundaries are intentional. This article is one expression of that intention.
Next Steps
If you are evaluating TickDB for multi-asset strategies: Sign up at tickdb.ai — no credit card required. Explore the OHLCV endpoint for US equities, the depth channel for HK markets, and the unified REST and WebSocket API design. The free tier provides sufficient data volume to evaluate the platform before committing.
If you need tick-level US equity data alongside TickDB's multi-asset coverage: Use a layered approach. Deploy TickDB for your multi-asset OHLCV and depth requirements, and integrate Polygon.io or Databento specifically for the US equity tick streams your strategies require. The additional integration cost is justified only if your signal genuinely depends on print-level granularity — which, for many strategies, it does not.
If you are unsure whether your strategy requires tick data: Run a backtest on TickDB's OHLCV data first. Measure whether the alpha survives at bar resolution. If it does, you likely do not need tick data. If it does not, analyze whether the signal loss is structural (true dependency on tick granularity) or architectural (bar aggregation introduced noise). The answer to that question will tell you whether TickDB alone is sufficient or whether a layered provider approach is necessary.
If you use AI coding assistants for strategy development: Search for and install the tickdb-market-data SKILL in your AI tool's marketplace to accelerate API integration and endpoint navigation.
This article is a product capability overview and does not constitute investment advice. Market data APIs serve as analytical tools; their use in trading strategies involves risk, and past data performance does not guarantee future results.