Does anyone know if there are vendors that provide analytics on intraday data? While raw tick data is available, capturing, analyzing and producing 'derived' data is quite an effort, so I am looking into finding out if such data exists and how much it costs. I am thinking analytics on historical intraday data such as (e.g. for equities): What is the 30 day average volume of IBM at 13:27:00? What is the 30 day average correlation of IBM against SPY at 14:34:00? What is the max intraday run-up of SPY the last 30 days? What is the average intraday drawdown of BAC ? Similarly for other analytics such as intraday volatilities, volume profiles, spreads, trade sizes etc... I am looking for the analytics data itself, not raw tick data or software (database&stats engine) that will allow me to build the data myself. Who provides such data? What is their pricing?