ShadowTraderH 

I used to use their futures feed. I believe it does include this information but it will depend if your platform can display this information. The futures feeds were pricey on top of all of their other fees.

It includes this info and more.


If your charting service cannot handle downloading the information, there are two different third party excel based applications which can do this for you.


IQfeed is ok in my opinion. No more, no less. They just started a Globex Exchange fee waiver, which is huge imo. I dont see the point in paying twice for exchange fees these days.

medias 

You can get history or delayed data on every instrument that IQFeed offers. Use your charting software to do backfills or if you need more convenience, get a copy of Qcollector www dot mechtrading dot com (cant post urls yet) This is IMHO the best software to build your own pool of tick data.

Wow, when did this come out? I was fighting with pretty amateurish software for about 6 months in 2009/2010 before I decided to drop it and go a different route.

I'm using ninjatrader 8 to download historical bid ask tick data for iqfeed. I chose AAPL and BID = ASK = LAST. Is anyone else experiencing the same problem?