Yes, tick by tick is doable, on home connection and other. But the reason to use tick by tick is to be able to react at close speed. If you are not physically close to the action (exchange), tick by tick doesn't matter much. Yes, forget about excel. Indicators, too.
My personal experience tells me that is often useful and beneficial dealing tick by tick. Especially working with automated tight scalping. [You may even use a "look ahead" approach where, under some condition, you can expect to fill ahead (with good approximation) the series of bid/ask being received (eg. your last received data was a bid value and you need to buy (formulate lmt price based on next expected ask)), and viceversa). ] Tom
What are the right tools? Do not laugh, but I am scanning 10 symbols at once with real time T & S data in excel. From here my thought was to develop a program in C, but are there any shortcuts? Thank you for helping me get started on a longterm project!