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Ask Bid Ticks

Ask Bid Ticks

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Ask Bid Ticks is a real-time tick data solution for microstructure analysis — a high precision tick data collector. It exports tick-by-tick prices to a CSV file, and provides options for filename, delimiters and timestamps. It works with local computer time for catching the arrival time of each tick in high precision.

Settings:

The program uses a Windows system file "kernel32.dll" to provide millisecond timestamps, so it is required to allow DLL imports. You can set this property in "Dependencies" tab in "Properties" window (look at the picture below).

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Author
Salvador
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