Is there anywhere where I can get an Excel spreadsheet of tick by tick data for a sample of stocks for a certain time period? please excuse my ignorance with automated trading
Once you start looking for real-time tick by tick data in Excel, check out www.realtick.com. They have a very robust Excel DDE link with a sample spreadsheet and easy to use toolbar. You can also send orders from Excel into RealTick. ProTradeFinancial.com provides RealTick and other trading solutions to our professional traders. Good luck!