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!
You are using an out of date browser. It may not display this or other websites correctly.
You should upgrade or use an alternative browser.
You should upgrade or use an alternative browser.
Where can I get tick volume?
- Thread starter TraderGreg
- Start date
Quote from TYtrader:
Did you check with Track Data?
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.
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.
Thanks for your help.
Quote from 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.
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
Quote from TraderGreg:
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.
http://www.iqfeed.net/index.cfm?displayaction=data§ion=services
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
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.
Thanks for your help.
Quote from TraderGreg:
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.
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.
Real-Time, TRUE Tick-by-Tick Data on US and Canadian Equities (NYSE, NASDAQ, AMEX, Canadian Stock Exchanges)
# Delayed Data on Futures and Equity exchanges you don't subscribe to in Real-Time
# Delayed Futures Data (Real-Time Data Available for an additional fee)
# Real-Time Equity/Index Options Data Available for an additional fee
# Real Time Index quotes
# Over 400 market Stats/Breadth Indicators
# 8 calendar days of tick (every regular session trade) and NOW!-1 year (~2 years for the eminis) of (X)Minute history retrieval for charting and time & sales data
# Daily, Weekly and Monthly Historical data (10+ years)
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?
what service?
something simple imo is quotetracker + any broker from their list. or quotetracker +IQ feed for $25
http://www.quotetracker.com/qsources.shtml
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)
something simple imo is quotetracker + any broker from their list. or quotetracker +IQ feed for $25
http://www.quotetracker.com/qsources.shtml
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?
I'm looking for something longer than eight days of data, however
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)