Where can I get tick volume?

Discussion in 'Trading Software' started by TraderGreg, Jul 8, 2008.

  1. I'm looking for daily tick (# trades) volume rather than share volume. Where can I get this? It only needs to be daily. Thanks for your help!
  2. TYtrader


    Did you check with Track Data?
  3. Xuanxue


    If you ever do find out how to add code to show either tick counts or pivots in the daily, weekly or monthly, horde the edge, or sell it.

    My best guess is though such things don't publicly exist. I know of a great many programmers who were beat-down in that quest.

    Good luck.
  4. I sent an email to Track Data customer servcie. I do not wish to program this feature in. Are there any more services that have or may provide tick volume?

    Thanks for your help.
  5. Bob111


    you mean to show #trades instead of volume for example? which instrument OP is talking about anyway? i have IQFeed subscription and volume(#trades * shares) is pretty accurate on stocks,compared to other data sources
  6. Bob111



    i'm not using real time,delayed cost me about $25 a month. unless yo talking about something different, there is plenty of providers in this price range
  7. Are they only for futures and indexes only or stocks as well? I'm looking for something pretty inexpensive and hosts the # of trades for individual stocks as well.

    Thanks for your help.
  8. Bob111


    well... i think it's well explained on link i provide, unless you are too lazy to read or unable to understand. in both cases you shouldn't be in trading anyway.
    there is also live chat avialiable.
    same for $25 fee-if this is too expensive...well...opentick is your choice, but remember-you are getting, what you paying for it.

  9. Sorry, I posted my last response before checking out the link. I'm looking for something longer than eight days of data, however. I'll sign up with opentick to test out what they have, I only need something simple. Also, I have not opened my equities account, yet. What brokerages provide this type of service?
  10. Bob111


    what service?

    something simple imo is quotetracker + any broker from their list. or quotetracker +IQ feed for $25


    plus, if you can program, they have API too.
    as for opentick-remember-you get what you pay for. i doubt, that they have all trades from all ECN's.
    did you notice separate fees for arca?

    did you realize amount of data? i'm collecting every trade some stocks(about 1000) each day-take about an hour to download and it's about 2-3gb of data each day(if stored in flat file)
    #10     Jul 9, 2008