Getting stock tick data live
Author: momop
Creation Date: 9/22/2009 1:47 PM
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momop

#1
Hello all

This is a shout for all those who would like to use live stock tick data. Currently, you have to create a list statically (and still I don't know if the data will be updated when you access it via .WL file). If you find it useful, please reply to the thread and keep it hot so FIdelity can look into it. I cannot imagine serious day trading w/o access to live data.

Thank you
momop
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thodder

#2
I think this is the same thing I'm looking for...

I'm reading "Trade Like a Hedge Fund" by James Altucher, and I'm trying to implement Technique #4 -- Using the TICK. He has recommendations on how to use the TICK in trading; however, I am unable to find history data for the TICK. Fidelity has TICK quotes as: .TIC.A for AMEX exchange; .TIC.O for NASDAQ; and .TIC.N for NYSE. When I add them to a dataset, I do not get any history.

I would like to see tick data as well in the history data.
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Eugene

#3
Strange, because right now I'm getting the 30-minute historical .TIC.N data just fine. We need more details.

btw, Altucher discusses a couple of TICK system for the 30-minute scale, so I wonder why the need in tick-based TICK data?
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thodder

#4
Oops. My bad (I guess). I had the data range from 1/1/1998 to 6/1/2003 (data range Altucher used in his book). Apparently there is no data for these tick symbols during that time frame. When I change the data range to 1 year, then I get the data fine.

I put the symbols .TIC.A, .TIC.N and .TIC.O in the index dataset. I did that before reading the chapter to make sure I could get the data. I'll look to see how Altucher uses the data in his systems now that I know I can get the data.

QUOTE:
so I wonder why the need in tick-based TICK data


I assume when you say "tick-based" you mean the scale. At the moment, the smallest scale I've used is 1 minute. So I have no need for TICK data on a scale of tick at this moment.
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Cone

#5
.TIC.N and the others aren't available anywhere in "tick" form, afaik. "TICKS" are breadth indicators that are generally sampled about every 10 or 15 seconds. The value is the difference between the number of upticking issues minus downticking issues on the respective exchange at the instant of the sample.
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Eugene

#6
Fidelity only has intraday TICK data starting from 2004 - so your data loading range was the culprit (as you already figured out).

Yes, by saying "tick-based" I mean the scale. I thought you need that because the topic starter's intention was to have tick-based data for stocks (not to be confused with TICK data).
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thodder

#7
Eugene - Thanks for the clarification.

momop - Sorry for cluttering your post with a different issue. Hopefully it will provide some TICK clarification to others.