Hi everyone, someone knows where can i find the intraday historical data for the NYSE TICK index?
I want to test a 5 minute intraday strategy using this index.
Here ir the link to understand what's the tick index:
Tick Index: Definition, Example, and Trading Strategies
I believe you are looking for the cumulative tick index data. Generally, these data are available for the daily frequency which you can check on the TradingView. However, for the 5-min data, you need to pull the individual stocks data and calculate the uptick and downtick.