QuoteOriginally posted by: msmithJust curious about the pricing of DataScope. Any idea?I recall it being quite expensive; several k usd per instrument.

QuoteOriginally posted by: MC81QuoteOriginally posted by: msmithJust curious about the pricing of DataScope. Any idea?I recall it being quite expensive; several k usd per instrument.Sounds about right for an enterprise level service.tu160 is right, best solution if you are on a reasonable budget seems to be either tickdata or CQG. Tick Data is cool for Bars and tick data but if you need best bid/best ask data then I'd recommend CQG. I think it's about $12.00 x Commodity x Month for Time and Sales. DoM however is quite expensive (probably around the same order of magnitude as DataScope). I'm still trying to find more reasonably priced options for best bid/best ask myself (Although I realize those two terms are together is an oxymoron).@mitI guess the question is; are you going for institutional or retail? All the options listed below pull into excel via DDE links.Retail Options:eSignalIQFeedIn-Between:CQGInstitutional:BloombergReutersThere are other options available but these are the ones I'm most familiar with. Bloomberg and Reuters are quite expensive and I wouldn't use them solely for pulling in Equity tick data. It's like bringing a Bazooka to a fist fight.Give this a read for options on creating T&S in Excel with IQFeed. http://forums.iqfeed.net/index.cfm?page ... picID=2468

mitI know InteractiveData's PlusTick product provides about 5 years of tick-by-tick (all bids, asks and trade) for all U.S listed and OTC instruments. They have a reasonable price.-C

hihas anyone used Nasdaq data on demand for tick data? I thinks its relatively new http://www.nasdaqdod.com/Products/Catalog.aspx

If you use sterling, lightspeed, genesis/laser and you want to backtest or trade live strategies... You should look at tradelink.org.TradeLink is * open source * works with all the above brokers plus another 15+ brokers and feeds * records tick data from any supported broker * import tick data from ~10 different sources * backtest at 300,000-800,000 ticks second * trade live with latencies at .05ms (50us) * active developer community with 300+ members * 3+ years in development and 17,000+ downloadshttp://tradelink.org

Hi, I just requested a trial period subscription on IQFeed. My goal is to download historical time series data, x-min bars, on selected NYSE and Nasdaq tickers. How do I get the data from IQFeed? I got lost in forums and tutorials..Thanks a lot!Chochy Edit: I am on a shoe-string: I would avoid having to pay the API Developer package.