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Can anyone here give some input whether this kind of data is available.
If you could also tell me what is the tick time (How many minutes per
tick for the Dow)
"
I am unable to do precision analyses due to the lack of data. I do
not like bar charts for a variety of reasons. I like a single point
data for the entire day. This single point data can be arrived at in
a number of ways.
(a) For individual scrips, the average traded price of the day gives
a good single point data, i.e. total traded value divided by the
total number of shares traded. However, this is difficult for
the Dow (though not impossible). It is necessary go give
weightage though to the Dow. As the Dow itself has different
weightages for the different scrips that it comprises, a tick by
tick weight has to be obtained and then all the ticks of the day
averaged out. I don't know if any such data is available.
(b) Alternatively, if all the ticks of the day are added up and then
divided by the number of ticks in the day, we can get a fairly
good single data point for the day."
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