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Do you mean not only Times & Sales, but also Top Of The Book and Book Depth by raw data ? I'd like to have 3 years of Times & Sales- not more then 3TB in compressed ASCII or 700GB in binaries.

Please try to imagine some strange firm providing FREE book data. The entire sessions for US markets since 2007 are 6 TB of data in zipped format. Who is going to provide that for you for free?

Sorry, I answered on this statement. I though it's better to pay for that is useful for you then complain about non-usability of free stuff.

TradingPhysics are selling book data.

I wonder why nobody mentioned IQFeed. It gives 120 days of ticks, it VERY similar to kinetick, but has a couple of advantages. And costs only $63/mo for US stocks.

Does anyone have old version of IQFeed client? iqfeed_client_4_0_0_2.exe It disappeared at official FTP.

That's strange. What is your datafeed? Mine comes from Infinity / TransAct. May be that's a bug of Sierra chart. I had a bad luck of my stop executed on one of them near the very top (but not exactly).

Hello guys. Could you suggest what are that fence bars on a 100-tick chart and how to avoid them. It seems not all of them are related to news. May be its a result of algo-trading so the time of their appearance is unpredictable? Or may be you know a good source of news that gives explanation...