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    Tick collection

    Hi Aaron, For futures, I just save use DTN's continuous contract @ES#, @YM# etc. (It's in beta so many contracts don't roll over properly and others are missing. Hopefully they will complete it soon) I append data to separate files for each stock/future. The tick and minute data are...
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    Tick collection

    Hi Chuck, For me a cheap way to get tick data is to subscribe to something like DTN iqfeed or Esignal. Personally I use DTN which costs less than $50/month if you sign up for a year. The program allows you to save tick data manually. Tick data usually goes back only 8-10 days. I...
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    Anyone from Vancouver, Canada?

    Great to see so many traders in Vancouver. Sushi sounds good to me too. Kamei Royale is a great choice... great food at good prices, and only 1 block from where I live. I trade stocks/options using market profile, volatility, breakouts, and sentiment.
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