Stockcharts answer regarding the R2K Tick,

Cole Johnson, Jul-23 23:03 (PDT):
Dear David,
Thanks for sending me that additional information. I see where the confusion has occurred. The term "Tick chart" has a more common meaning that is different from the way you are using it.
While $TICK and $TICKQ can be called "Tick" charts because of their names, they are not "tick charts" in the traditional sense of that phrase. A "tick chart" is a very short-term chart where the horizontal axis represents each trade that happened while the market was open.
http://daytrading.about.com/od/daytr...TickCharts.htm
$TICK and $TICKQ are _market_indexes_ that show the number of stocks that are increasing ("ticking up") minus the number of stocks that are decreasing ("ticking down"). $TICK is calculated and published by the NYSE. $TICKQ is calculated and published by the Nasdaq.
We do not have access to data for the Russell 2000 version of $TICK. I see that TIKRL appears to only be provided by TradeStation because it appears to be a proprietary calculation that they do themselves. We do not have ability and must rely on data provided by our data vendor.
Thanks again for using StockCharts.com,

Cole Johnson
StockCharts Support
http://stockcharts.com