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
Pretty much anyfeed that has DDE can do this: eSignal IQFeed Quote.com realtick RediPlus You should also check www.trade-ideas.com as they can pick out block trades.
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
...you 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...
Depends on what you do with the data... and don't forget VBA collections and arrays where you have much more available.