where do you find reliable tick data for US stocks?how do you feed live tick data directly into excel??

QuoteOriginally posted by: mitwhere do you find reliable tick data for US stocks?how do you feed live tick data directly into excel??It all depends... Are you rich? Do you have inhouse programmers to handle dirty staff? If "yes" skip the data vendors and go shop to the exchangesNYSE TAQ: http://www.nyxdata.com/nysedata/default ... bID=730The best poor man solution is tickdata.com.Why do you want to use excel to handle live tick data feet??? It sounds very... unusual. Even if stock is extremely illiquid you will observe liquidity spikes during S&P movements when you have several trades per second.

how about 1-min data on US single names??

Bloomberg or Reuters if you have access. If you are already receivng market data you can always safe it yourself.

i use the Sterling trading software. How do I save the data??

also, do you know how can i go about automating trading with Sterling Pro?

QuoteOriginally posted by: mithow about 1-min data on US single names??a lot of vendors offer single stock histories. My personal favorites are tickdata and cqg.

I have never used Sterling Pro, but I am sure they offer some kind of API to retrieve prices in your own apps etc... Call them and ask about it. If they don't offer an API then the system is shit so change.

I use TickData as well but only for Futures. I like their product and it's reasonably priced as well.

marine, do you know about the trading softwares -Stering Pro, Laser, Lightspeed? know anything about those US prop brokers?

I have never used Sterling Pro, Laser or Lightspeed so I cannot comment on them.I have used GS and IB so I can answers any questions you have about them.

QuoteOriginally posted by: MarineBloomberg or Reuters if you have access. If you are already receivng market data you can always safe it yourself.I think reuters only provides about 1-week worth of 1-min prices.

I know Bloomberg provides up to 60 days. I have also noticed that the 60 days is the max case some times it less maybe 30 days depending on the contract type and the exchange where it's traded.If you have a large disk somewhere save the data yourself. If you are using a broker like IB or GS to execute with they throttle their quotes anyway. Your backtesting will be more accurate if you save the actual data feed you are receiving instead of using what is provided from Bloomberg or Reuters etc...There are several different ways to solve your problem. Pick the easiest to start with.I do like TickData because it's less work for me to do.

...if you want millisecond-timestamped tick data going back over eleven years, covering 35 million OTC and exchange-traded instruments across 200+ exchanges worldwide, intra-day time & sales, time & quotes and market depth covering an extensive range of asset classes including equities, foreign exchange, fixed income: Check out Thomson Reuters DataScope Tick History...with this breadth and depth of coverage you can support any testing scenario required. :T

QuoteOriginally posted by: Deve10per...if you want millisecond-timestamped tick data going back over eleven years, covering 35 million OTC and exchange-traded instruments across 200+ exchanges worldwide, intra-day time & sales, time & quotes and market depth covering an extensive range of asset classes including equities, foreign exchange, fixed income: Check out Thomson Reuters DataScope Tick History...with this breadth and depth of coverage you can support any testing scenario required. :TDeve10per,Just curious about the pricing of DataScope. Any idea?