Where can I get tick volume?

QuoteTracker seems like a great service for me.

Quote from Bob111:




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)
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What does the 2-3 trade data include (time, size, price, etc.)? All I really need is total trades per day (primary interest is swing trading due to limited funds), although hourly would probably be a bit more useful. I probably wouldn't need anything more than that.

I appreciate the help, Bob.

Best Regards,

Greg
 
Quote from TraderGreg:

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!
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Equis / Metastock & eSignal and DTN DDE sheets have # of Trades Field for every stock you have in the DDE...

We are collecting it - to measure the liquidity in each stock, sector and index that we trade to get an idea of the amount of energy in the market at any one time...

DDE Spreadsheet...

Bid Field-Ask Field-Volume - #of Trades

etc...


HAVE STOP <img src="http://www.enflow.com/p.gif"> WILL TRADE
 
Quote from TraderGreg:

QuoteTracker seems like a great service for me.



What does the 2-3 trade data include (time, size, price, etc.)? All I really need is total trades per day (primary interest is swing trading due to limited funds), although hourly would probably be a bit more useful. I probably wouldn't need anything more than that.

I appreciate the help, Bob.

Best Regards,

Greg
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if you talking about IQ feed-it will include time,price,size , bid price, ask price, total volume. no sizes on bid\ask(which is sucks)
if you talking about limited number of stocks like 50-once again-you can use quotetracker and free feed from your broker. like mbtrading or IB, or TD or whatever from list. i suggest you to take a closer look on QT. and it's free
 
Number of Trades...

You can see it per stock, or per sector if sum it up (in excel) - or per index if you sum it up for the index...

You thus know the true energy going into the market during the day for each stock, each sector you want to watch closely or an industry or the whole index if you trade the futures...

here is a picture of a few stocks from a DDE feed showing Number of Trades in the Last Column...

trdCT = Count of Trades... updated every second throughout the day..

<img src = "http://www.elitetrader.com/vb/attachment.php?s=&postid=1988333">

You can also get the beta, the vWap, the MoneyFlow, The volatility, the Block Count, Block Sum, etc... and see those too per stock, per industry, per sector, per index with a little bit of work with excel formulas... etc...
 

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EdgeHunter,

I am not familiar with the DDE feed. I searched for it under the trading section of dtn.com (right site?), but I didn't see anything. Where can I access this service?

Thanks for your help.
 
Quote from TraderGreg:

EdgeHunter,

I am not familiar with the DDE feed. I searched for it under the trading section of dtn.com (right site?), but I didn't see anything. Where can I access this service?

Thanks for your help.
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Call DTN support and have them help you set it up... i think the DTN DDE feed has Number of Trades and the DDE feed that works with excel is already part of the subscription cost... does not cost extra...
 
The primary function of DDE is to allow Windows applications to share data. For example, a cell in Microsoft Excel could be linked to a value in another application and when the value changed, it would be automatically updated in the Excel spreadsheet. The data communication was established by a simple, three-segment model. Each program was known to DDE by its "application" name.
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http://en.wikipedia.org/wiki/Dynamic_Data_Exchange

http://www.netfeedtech.com/mlink.htm

once again, from same iqfeed(not affilated to them in anyway)-
IQFeed is also directly compatible with Microsft Excel or OpenOffice.org's free Calc software using IQFeed's built in DDE server.
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read..spend some time...google search still free
 
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