Unfortunately, that's not tick data. That's 5-minute data. Tick data covers every single trade. 5-minute data aggregates all of the trades within a 5-minute period into a bar.
RealTick III (MBTrader, etc.) does have historical tick data, however, it's gotten rather worthless with increased trading. In theory, they have a 10-day history. However, they have a limit on the number of ticks of history (not sure what the number is) and on active stocks, they don't keep anywhere near even a single day of history. On a less active stock, though, you can view multi-day tick charts.
"Time and sales" I think may keep more history, but you can't get a chart from it.
RealTick III has two kinds of "time and sales", actually. One is a charting option - you can choose from various charting periods - daily, 5-minute, etc. and you can get tick charts. Now, you can also get a chart that they call a "time and sales" chart, and I gather it was a cheesy early attempt at a time and sales report by leveraging the existing charting code in RTIII. I actually use these charts in a different way than Townsend ever intended. I find them quite useful because you can set them up to show the bid, offer, and last sale, in different colors. It creates a "band" around the sales prices. This is VERY handy for charting pre-market action in NASDAQ stocks, where there might not be a lot of trades, but there is a lot of jockeying of the bid and offer.
Well, anyway, that's a "time and sales chart". You can click in a time-and-sales chart, and get a kinda cheesy time-and-sales text report, which is why, as I say, I think they did this in the first place - because the charting code already had the ability to bring-up a text report.
More recently, they added a better-formatted time-and-sales text report, which is accessed from a different place on the menu. I *think* that this may have more history than the time-and-sales charts. |
