Accurate fractional minute data??

F

Fah Q

Hey ET,

I wanted to know which data providers you feel provide the best fractional minute data? What I mean is, I am looking for accurate OHLC and volume for tick data I guess. Currently, with Esignal, I am fine with the whole minute data but fractional minute data is full of wicks and inaccurate volume.

Anyone have any recommendations?

Thanks in advance,

Dave
 
NxCore 25ms universal time stamp/precision with quotes and trade ticks. 2400 data points per minute but you should consider sampling at your executable data rate. ie.100ms. 20gb eod tick files.
 
Wow, this sounds more complicated than I had hoped. I'm sure it's just that I do not have a background in technology.

I'm just hoping to find a data package that can build charts from a tick level with very accurate OHLC and volume data. My goal is to find such a package and then have my "idea" coded to be able to execute trades based on my concept through the use of clean tick data. This would be for the SPY.



Quote from PocketChange:

NxCore 25ms universal time stamp/precision with quotes and trade ticks. 2400 data points per minute but you should consider sampling at your executable data rate. ie.100ms. 20gb eod tick files.
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Take a look at NinjaTrader with Kinetick.
 
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