I am new to this community, forgive me if this question has been answered before, I could not find answers on the Search.

I would like to access tick data within WealthLab 6, both Intraday and Historical.. Is this possible? Who are the providers?

Thank you for your assistance!

This is possible. But if you're expecting to find a turnkey solution - a provider extension that, once installed, will deliver historical/streaming tick-based data, then I have no good news for you.

One provider capable of working with tick data is the Database provider. However, to use it you need to have a data vendor that supports exporting the data to an SQL-compatible database.

Let's start with why do you think that tick data in WL6 is required?

Thank you for your reply Eugene. I had not seen your post. Sorry for the duplication.

There are two reasons I am interested in tick data. 1) I am trading very short term; one minute time frame accumulates too much data to detect the inflection points I am looking for, especially is the volatility is high. (I am interested in high volatility.) 2) I want to have a sense for the trade size; I want to be able to see if a particular inflection point is driven by high or low volume.

A lot happens inside the one-minute time segment, and those dynamics get lost.

Do you know of some other alternatives that I could use instead?

Sorry, no other alternative off the top of my head. BTW, Wealth-Lab isn't designed as a high frequency trading platform.

Thank you Eugene.

WL appears to be already set up for tick bars, so it may just be that Fidelity does not provide the data. Is this correct?

Another question: Is there a way to access the stream of data as it is coming in? I am thinking of perhaps buffering the data for the current 1-minute bar. Would this be possible?

#1 - Fidelity indeed does not provide the bars, custom data providers can fill this gap. However, Strategy Monitor won't work on tick and second scales. Trading on 1-tick scale in WL is not a realistical expectation IMO but N..NNN-tick scales might be OK.

#2 - For any practical purposes, no.

I agree, and I am not really looking to trade on a single tick-bar; maybe 100-tick bar, or other scales. The advantage of ticks is that they represent time in a different way, in one sense, a 100-tick bar has volume implied in it, perhaps not volume in terms of shares, but a sort of volume in terms of transactions, if you will.

WL is a powerful platform; I don't know others well, but from the little I know, WL is probably the best.

I suspect that at some point, tick bars were available, and they must have been disabled for some important reason.

We're on the same page. NNN-tick bars, or MBars/Kase bars using tick data are all valuable.

Tick bars aren't disabled in WL per se; the platform provides the means for backtesting in this scale. AFAIK, Fidelity haven't provided them in their WLP feed, and for Wealth-Lab Developer there's no instant solution. Eventually, as new data providers show up, chances are that more tick-based data sources will be available but not now.

Potential source for ASX feed;

"Spark ASX/NZX API - Real-time data in your application";
http://www.iguana2.com/spark-sdk

"Tick - Streaming tick data for the ASX";
http://www.iguana2.com/tick

I've been using their "Spark" application for a few years now with fantastic service.

C++ API, 32-bit Windows limitation, niche product - sorry but we can't realistically consider this.

I have also been planning on writing my own streaming data provider for tick bars.

Where can i find documentation on the API for this?

Sorry but the documentation could be provided to customers only. For any further queries please open a new support ticket.