Quote from JackDogII:
The two points most germain here are 1) how good/available is the data and 2) how easy is it to get into Excel.
Most of the work I do is based on Volume Bar charts which require extensive tick histories. So many great brokers w/great platforms offer almost no historical tick data.
I use TradeStation. They offer at least six months of tick data for all symbols in either raw or continuous format, not to mention more than a decade on 1 minute and up data for all symbols. Plus their newest upgrade takes the 1 minute down to 1 second.
Anybody can get a free trial and if you trade you can get live data from all electonically traded futures for $25 per month (CME, CBOT, NYMEX & COMEX).
Plus they have several functions and routines that make it very easy to get any data from any symbol or any data from any indicator into an Excel spreadsheet.
Jack