Hi, ATS. I have been confused about the tick data which is used to feed the program. By definition, What does "Tick by Tick" really mean? Some refer to only completed Trade (Trade time, size and price) some to Bid and Ask (both price ans size). However, In my trading strategy, I need tick data like this provided at the same time for example Time BidPrice BidSize AskPrice AskSize LastTrade LastSize 09:30:00:01 21.01 200 21.05 400 21.02 100 09:30:00:07 21.02 300 21.05 200 21.05 200 Is there any data provider which supply the data like this? Both real time and historical. Thanks any suggestion.