real time block data

Discussion in 'Data Sets and Feeds' started by chicagofella, Mar 14, 2004.

  1. I am looking for streaming real time data that I can feed into an
    Excel spreadsheet that provides uptick/downticks, volume price etc for block trades. Can anyone help me? Thanks:confused:
  2. cashonly

    cashonly Bright Trading, LLC

    Pretty much anyfeed that has DDE can do this:

    You should also check as they can pick out block trades.
  3. The latest beta version of QuoteTracker has filtering on the T&S screen (raw data), so you can specify to only show trades above a certain size
  4. will need something far more powerful than excel...

    it can only do 32,768 columns...about an hour's worth of data for 20 stocks...
  5. cashonly

    cashonly Bright Trading, LLC

    Depends on what you do with the data... and don't forget VBA collections and arrays where you have much more available.