High Frequency Data
ChinaTickData’s comprehensive historical database of China’s commodities futures market was built for quantitative research and testing trading strategies
World’s Largest Database for China’s Futures Market
Our historical database provides intraday tick data for all futures contracts currently traded in China


We provide accurate, high quality historical data on the Chinese futures market. Our historical financial data currently covers all commodities and financial futures contracts traded in China.  Our massive database was created to serve high speed traders and other quantitative investors to research and test their trading strategies in the world’s largest futures market. We pride ourselves in cleaning and maintaining the quality of our data in order to serve our fast growing customer base. 

ChinaTickData is one of the world’s largest and most comprehensive database of high frequency data for China’s futures market. It captures, cleans, and provides access to high quality, Chinese historical data. 


Tick data

Tick data provides several pieces of valuable information about each trade and the market as a whole. The intraday tick data shows price movements at its most detailed level, including bid/ask price, last price, level-1 order book, volume, and other information. Tick data is essential for certain types of trading analysis, most notably, high frequency trading. 

Minute data

Intraday minute data includes open, high, low, close, volume, and other information at each minute interval.

Daily data

Daily end of day data includes open, high, low, close, volume, and other information for each day.


  Tick Minute Daily
Monthly $US 43 (TWD 1,290) $US 28 (TWD 840) $US 14 (TWD 420)
3 years  $US 1,480 (TWD 44,400) $US 950 (TWD 28,500) $US 450 (TWD 13,500)
Full historical $US 2,750 (TWD 82,500) $US 1,650 (TWD 49,500) $US 750 (TWD 22,500)


How is the data delivered? Data will be delivered 3~4 working days after payment is received, either via FTP or physical shipment of external USB drive if data is too large. USB drive shipment will be via UPS (shipping and handling charges will apply).

Data Format: Files are in .CSV format

Order and Payment: You can purchase directly online here with PayPal or credit card. Credit card payments are 100% safe as we do not receive your personal information from the credit card processing bank. Because our credit card processing bank is Taiwan based,  payment is charged in Taiwan Dollars. If you have special requests, please contact us directly.

How do I update my data after initial purchase? You can purchase data on a monthly basis to keep your files up to date. Please specify which particular month you would like to purchase in the Additional Information section of the checkout cart. 


Email: support@chinatickdata.com


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