I've done the tests: LightSpeed gives MORE ticks then IQFeed. IQFeed gives MORE ticks then TradeStation (e.g. TradeStation gives 130 ticks per minute, IQFeed gives 186 ticks per minute for GLD). Besides TradeStation does not have historical bid/ask prices (IQFeed does). However this is 1-day deep historical ticks with bid/ask in Times & Sales window, however info from that window cannot be exported or used in EasyLanguage (as far I learned about it). Another drawback is 2 decimal points accuracy (not speaking about Times & Sales window).