hi everyone, we've been doing intraday futures for quite a while and had done stocks on daily data some years ago (stat arb - dried out - quit). now i want to give intraday stock trading a shot and the first issue is: data. i can buy data from tickdata which is dividend and splitadjusted, but then i have the issue on an ongoing basis of running my own database and have to do all adjustments on my own. so my question is: how do you do that? the universe i am interested in is the sp500 and the eurostoxx 600. i know i won't be able to trade all of these stocks intraday but that is roughly the amount of data i am looking at. the other thing is to say intraday is short holding period anyways, so forget about adjustment and take the raw tickdata as it is coming from reuters. not really what i am heading for ... but maybe. better than to be clean and make no money. thnx for contributing.