HA! You know, I suspect that should I find anything interesting in the data I'll be looking at, it most likely will be relevant precisely in the slightly less active stock - simply because it's easier for mms to affect it (and hence, more important for me to track what they do); I feel that on a huge liquid issue, they have less impact - but maybe I'm naive.
OTOH, one of my favorite trading stocks is MSFT. I would still like to run the same data analysis on it, just to see what's up. The limitation you describe makes my search for a solution more difficult; I guess what I would need is some way to continuously be able to capture the data as it flies through, and download it or provide me a continuous printout directly on my printer (boy, I'll go through ink at an amazing rate, not to mention the paper... I better run out and hug a tree right now and apologize with profuse tears:)
Thanks for the heads up, Dan.
Morgan |