I've got E-Signal, but I find it really tedious to load the symbols/series up and either export them to a flat file, parse them, and load them up. I haven't spent time doing the whole EFS language and trying to connect up a DLL either, and I really don' t want to. I'm looking for a simple, one shot solution that'll replay ticks through specific time intervals. I can program in pretty much all the languages, so I am not picky. All I care about is that the service works and that it's relatively cheap and programmable. We have something like this at work, but it's proprietary and my work network is so locked down there is no way in hell I am getting data out of there without getting fired. Example: GIVE ME ALL TICKS IN GOOG FROM 10AM ON <SOME DATE> TO 3 PM ON <SOME DATE>. ... Alternatively, a hack with e-signal that accomplishes the same thing would work too.
if you know you want GOOG ticks from 10a-3pm and you know this at 10am... you can use tradelink for this. http://tradelink.googlecode.com If you don't know until 3pm, you're going to either have to download ticks from somewhere... or work with something like say neoticker or tradestation that will download the days ticks automatically whenever you load a google chart (not sure exactly what you're trying to do with the data). hope that helps.