Does anyone know the answer to the above question? Where can you get fash cash data? Where does the "fast cash" on the Merc floor come from? The people at E-Signal don't understand what the heck I am asking. Also could someone please explain Tick and Tiki.

I don't believe fast cash data is published. To get these values you need to construct them from the individual stocks yourself.

Tick is the number of upticks and downticks on the nyse, the thing here is this includes all stocks, even preferreds, which are unlike common equity, so it can or cannot be useful, Ticki is for the dow 30. Can you explain what fast cash is?

Thank you for your explanation of of Tick & Tiki. Do you find these to be useful indicators for scalping minis? "Fast cash" is the components of the index either S&P or Nasdaq 100 Real-Time. It is the same as the $SPX but computed real-time. At the Merc the fast cash ticks about every second. But I can't seem to find out where or who i can get this indicator from (short of having to compute myself) I am not sure if this is going to be a viable strategy, but I am obviously trying to follow the cash to determine when the Arbs will come in. I figure that there are at least a few times every day when you can really "lean" on the Arb orders if you know where they are, at least in the short-term. But, by using $SPX...you are way too late. Does anyone else use this strategy?