Hi I am in need of a broker/data provider that i can get intraday tick by tick info (time/sales) downloaded into excel for my to run some analysis, downloading at EOD is fine. I know esignal and DTNIQ, etc provide tick downloading info but they are running $100.00 plus per month. Anyone know of a broker that provides for using in excel? thanks for the help.
Excel is probably not the right tool for high-volume data (like tick data). It chokes badly if you try to do anything significant with row counts above about 30-50K.
eSignal EOD allows you to download historical data of all kind - daily, minute, ticks, etc. and I think it works out to about $30 a month, at the annual rate. Once you downloaded the data, you can apply whatever analysis you want. You can only access the data after mkt hours using this plan.
You might comment on what you want to do, and someone will likely recommend a tool that already does it. Personally, I use SQL Server or "roll my own", depending on what exactly I want to accomplish.