Tick Data

Discussion in 'Data Sets and Feeds' started by Norm, Apr 6, 2006.

  1. Norm


    I currently use TradeStation. Although I am very happy with TS, they do not provide much tick data. Their tick data for stock only goes back 1 to 2 months.

    If anyone is away of any source of free tick data that goes back significantly more than two months, please let me know.

    If anyone from TS reads this, please consider keeping more than 2 months of tick data, at least for those stocks where your clients request such data.

  2. If you trying to backtest scalping strategy, leave alone that tick data, it's usless. Those are for order entry into setups at higher timeframes like 3min, 5 min,...

    You need to buy tickdata elsewhere with quotes, meanwhile no charting plateform offers longer tick history than TS afaik
  3. Free? You get what you pay for. I believe TS is going to introduce 6 months of tick data. Call them and find out when they plan on pulling their finger out and doing that. Otherwise, you have to pay up big time for this sort of shit.
  4. rickty


  5. papace


  6. "TradeStation has significantly expanded its historical tick database

    In response to many requests from our users, and to help more effectively utilize the strategy back testing capabilities of TradeStation, we have expanded the amount of historical tick data available in TradeStation. Until now, you could retrieve up to 30 days of tick history from the TradeStation Network. Now, you’re able to retrieve up to 6 months of tick history.

    This is a powerful feature, but to reach its fullest potential, it should be used only on a reasonably fast computer with a reasonably large amount of RAM. Even on the fastest computer available, it may take several minutes to load a single chart due to the massive amount of data available. Additionally, we recommend using this functionality primarily outside of the core trading session in order to minimize your CPU and memory utilization during market hours."
  7. Constant Tick Data was destroyed when GLOBEX decided to group (bundle) transactions together in the pipleine. At that point the little consistency Tick data had disappeared.

    Volume Bar Charts (if built correctly), created from the Tick data, is the only non-varying constant left for viewing price.