wilmott.com

Hi,I am searching for a software that can help capture tick data. I want to avoid purchasing a database software like OneTick, Vhayu etc which do both capturing and databasing the data very well. But, these all seem to be priced 100k+. Is there a software in the market that enables to capture live data in flat files. Btw, do vendors typically filter the feeds from exchanges for bad data (outliers, high volume trades but no change in price etc) before sending to clients.Thanks in advance.

look at http://tradelink.orgtradelink is open source and lets you both record and import tick data (level1 and level2) from 17 different brokers and feeds.

Thank you