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Tick Data Download
Started:August 24th, 2012 (08:45 AM) by MWinfrey Views / Replies:1,769 / 1
Last Reply:March 26th, 2013 (05:54 PM) Attachments:1

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Tick Data Download

Old August 24th, 2012, 08:45 AM   #1 (permalink)
Elite Member
Lubbock TX
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Tick Data Download

Can anyone tell me how to download tick data from ThinkOrSwim for use in Excel? Have not been able to figure it out.

Mike Winfrey

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Old March 26th, 2013, 05:54 PM   #2 (permalink)
Patient Discipline
Bellingham, WA USA
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TOS Tech Support Follow Up...

Howdy; I know this reply is dated, but I just came across your thread. I, too, was looking to grab individual trade data to create a custom indicator that used a time-sequenced log of trade volume and price (in my case, a true MFI instead of an averaged MFI, which is what the TOS MFI is). I emailed TOS tech support, and they confirmed that I can only VIEW trade data via the "Time and Sales" tab...and that I cannot use the trade data in an indicator.

I know this is not what either one of us wanted to hear. If you are still active, what did you end up doing? Were you able to find a time-sequenced trade data stream of volume and price to do what you wanted to do? If so, would you be willing to either PM me or reply to this thread?


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