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20 Most recent posts:
Data and Content Support » Historical Time and Sales (or Trade Data) Apr 27, 2011 01:22 PM (Total replies: 6)

Excuse my dumb question, Stan, but how do I "request a chart & back fill"? So far all I have is the client ddl and spreadsheet. Do I have to have API subscription first, or can I try out some other way before making the investment?

One key piece of historical info I'm looking for is the volume. This tends to be very unreliable from feed to feed, which is why I'd like to get a decent size sample first. What I'm looking for is the "cumulative volume" field in the official SIAC L1 feed, and in 1-min bars as the first step. Do you keep this piece of info or is the volume what you compute based on your own trade size info?

Again, thanks in advance!

Data and Content Support » Historical Time and Sales (or Trade Data) Apr 27, 2011 12:30 PM (Total replies: 6)

I have the same question. What options do I have in the software I can use to access historical data?

Thanks!


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