Is it possible to generate time&sales(tape) off of the tick data for a stock?

This is a discussion on Is it possible to generate time&sales(tape) off of the tick data for a stock? within the Data Feeds forums, part of the Methods category; I want to build my own stock trading simulator with the ability to play it faster. ThinkorSwim has onDemand. But ...

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Old Feb 19, 2018, 7:07pm   #1
 
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Joined Feb 2018
Is it possible to generate time&sales(tape) off of the tick data for a stock?

I want to build my own stock trading simulator with the ability to play it faster. ThinkorSwim has onDemand. But it's not fast enough to accumulate more experience. To code up my own market replay tool I need 2 things: past tickdata( or 1min data) and historical time&sales.

However, I'm curious if it's technically possible to generate a time&sales from tick dataset? Then how is tickdata different from time&sales feed?


after all, time&sales is just those trades that PASSED OR HAPPENED, then they can be take from tick data right?

or we also need ask size and bid size right?
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Old Jun 13, 2018, 12:04am   #2
awe
Joined Apr 2010
Have you tried tradingsim.com that allows very fast market replay
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