The Tick-by-tick Data is the most detailed display of a market's trading information. The Tick-by-tick (Time & Sales Data in other words) shows every trade that occurs and provides a variety of information about each trade (e.g. the exact time, the direction, the number of contracts that were traded, etc.).

What does tick data mean?

What is Tick Data? Tick data is the highest resolution intraday data and is the sequence of each executed trade or bid/ask quote aggregated from multiple exchanges.

How do you get stock tick data?