What is the minimum time step on the NYSE and Nasdaq?

Discussion in 'App Development' started by kmiklas, Jan 16, 2017.

  1. Turveyd

    Turveyd

    Only if 1 Bil people trade that stock in that exact second so 1/7th of the planet sit down and exactly 13:00 EST say place there MSFT order.

    Having watched DOM's and Tick data I'd say it's rare to get more than 10ticks per second, BAD news, flash crash maybe you'll get 100ticks in a second ??

    Only an opinion ofcourse, no idea where to find, average ticks per second data. ( not even going to try googling )
     
    #11     Jan 17, 2017
  2. Turveyd

    Turveyd

    You can I believe get full tick data, so a live replay down to the Nano second if your willing to pay for it.

    Someone get me a few days of that data for MSFT, GOOG and I'll write some code and find your avg tick per second and max ticks.
     
    #12     Jan 17, 2017
  3. kmiklas

    kmiklas

    tickdata.com offers historical data down to the millisecond.

    I wonder what it costs, and if they are a value-added re-seller for the exhanges?
     
    #13     Jan 19, 2017