Hello all,

Would ThinkorSwim support an indicator that measures the speed of incoming ticks for a particular symbol (emini for exemple)?

Thanks

Several years ago I used one called 'pace of tape'.
I dont think there is a current version of this - at least I have not seen it.
Would be easily enough coded I imagine.

As "Pace of Tape" indicators rely on tick (Trade by trade) data to measure activity, I'm not sure that ToS's aggregated (Bundled) feed would be very accurate.

Tickworks 

As "Pace of Tape" indicators rely on tick (Trade by trade) data to measure activity, I'm not sure that ToS's aggregated (Bundled) feed would be very accurate.

There is no Tick data in ToS ?
Or perhaps there is no tick history like in Metatrader ?
Is that what you mean ?

jmexpat 

There is no Tick data in ToS ?

It's been my understanding that TOS tick data is bundled like Interactive Broker's feed (See here: https://interactivebrokers.github.io/tws-api/top_data.html ). I looked around and couldn't find anything, but you could try searching:

Analysis and comparison on different data Feeds and Platforms for Bid/Ask Studies Hi All, I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like. Luke. P.s. Is not a simple work, and take …

...It's probably best just to contact TOS/Ameritrade and ask if they offer "Unfiltered", tick by tick market data.

Was anyone ever able to get the "unfiltered" data from ameritrade?

Tickworks 

It's been my understanding that TOS tick data is bundled like Interactive Broker's feed (See here: https://interactivebrokers.github.io/tws-api/top_data.html ). I looked around and couldn't find anything, but you could try searching: Analysis and comparison on different data Feeds and Platforms for Bid/Ask Studies Hi All, I wil try here to do an analysis and comparation on different data feeds and platforms to perfom studies involving bid/ask data, like comulative bid/ask difference or delta bars and footprint like. Luke. P.s. Is not a simple work, and take … ...It's probably best just to contact TOS/Ameritrade and ask if they offer "Unfiltered", tick by tick market data.