Does anyone know where I can find intraday historic time and sales data for a given stock (yup, even a stock like CSCO)... basically I require all time and sales data on a given stock for a prior day.... is such data available and can it be imported into a spreadsheet? Thanks, Candle
Not sure how far back you want to go, but in Realtick I can look back days on many stocks depending on number of prints. As there is a size limit, I suspect that CSCO would push the boundaries of how far back you could go, even in the same day (haven't tried it). Anyway, then a simple "copy to clipboard" and a paste into Excel sets it all up in the successive columns, no reformating necessary.
Intraday historic T&S can be found via Hyperfeed/PC Quote. I've used this firm for 4 years and never had a problem with the accuracy and speed of data.