daily time and sales data to csv/excel? (Etrade, Ameritrade, trading)

[heda_p]

I can see time and sales data for today on Ihubinvestor, etrade and TD Ameritrade. I have tried to look into a way to export in an automated fashion every day for few securities, though not finding it feasible in any of the before mentioned...


what I need is:
1. intraday runtime time and sales data (actual trades) if possible or at least by EOD for a given security (I am not looking for minutes aggregates, that is already available)
2. should be able to automatically export it using command line or through some automated tools to CSV/txt/excel


right now I use etrade to do export time and sales data every day manual operation as etrade allows you to export upto last 5 days of data.


I am only looking to automate this....any thoughts? are there any good tools in the market to achieve this?


thx ~Prakash

[heda_p]

any luck?

[Wartrace]

You could probably automate it using VBA. You should probably ask this question on an excel forum for detailed suggestions.

Excel Help Forum

If you are looking to develop a trading indicator out of the data you should look at either think or swim (TD ameritrade) using think script or Ninjatrader using ninjascript. There are also indicators for sale by third party providers such as the "pace of the tape" indicator.

[heda_p]

thx...Excel automation is not a problem anymore, I am now storing data in SQL server

got access to etrade and ameritrade APIs and seems no one support time and sales data (tick data)....seems I have to pay for iqfeed???

All I need is store tick data locally for the same day for specific symbols....