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I use Quote.com's QCharts for this . I can get thousands of intraday
ticks (at least 10 days' worth) by selecting the Export option. I save
it as Excel format for later time-series analysis. Stocks and indices
certainly work. I don't do futures.
Rob Lake
rbl@xxxxxxxxxxx
>
> Can anyone please recommend reliable sources of intraday stock tick data,
> in whatever format, that can be downloaded at the eod? The Omega refresh
> data appears to lack up to 20% of reported daily volume.
>
> Also, sources of intraday stock tick data in text form summarizing net up
> tick volume and downtick volume for NYSE or S&P 500 stocks would be
> appreciated.
>
> Vitas
>
>
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