Question: Do futures traders already have or, better yet, happen to need a service that analyzes tick data ? For instance, are there people who would love to know (for example) how gold (or anything else)has traded historically in any certain timeframe (for example: 3:00 AM to 8:00 AM) broken down among days of the week and showing average percentage moves and a winner / loser percentage ?

Example: CL (crude) made an average gain of .15 % on (? day of week)from 1:20 - 1:30 EDT PM this past year totaling 4.06 % with 66 % winners.

I'm still looking at the one CL contract to find any extreme 'probability' moves.

Again, any need for this type of data crunching or do the 'big guys' already do this or is it still random and insignificant ?

I, for what it's worth, only use current price and trend data. It might be valuable but for me it's about what's happening right now. It is nice to know turn windows, for instance. We use to talk about the "noon balloon" in the Bond futures during the 90's. NOT so much a gain but a predictable time bracket trend change up or down.