Best for historical time & quotes?

Discussion in 'Trading Software' started by markg, Jul 9, 2003.

  1. markg


    Several years ago I had a Bloomberg terminal. One of the things I liked about it was that you could look back up to six months or so and see the time and quotes for an individual stock. I liked it especially for backtesting NYSE stocks. Bloomberg shows the historical time & quote just like you see it live on a level 1-- a horizontal line with the last, last size, bid, ask and quote size. This was great if I wanted to go back and see how a stock trades in given situations, how the specialist shows size, prints relative to quotes, etc.

    I now use QCharts which will show historical time and sales; however, it will not give you chronological quotes in the format I'm used to seeing on a level 1 quote. It shows bids, offers and trades separately--not as a consolidated quote.

    Is anyone aware of a way to get realistic historical time & quotes on NYSE stocks going back several months without spending $1600/mo on a Bloomberg?