I used to get much more severe migraines and often it did feel like an ice pick, and vomiting sometimes--this had gotten this bad after I got married.  This was in the 1960's and I had started taking birth control pills. 

I told the Dr. and he said it could be the pills but since they had recently found they could do the same thing with less dosage, he cut mg. of "the pill" in half.  I didn't notice any difference in the headaches. 

Then next time I saw him, he said they had found you can get the same results from "the pill" by cutting the mg. in half again (a quarter of what I was originally taking). 

But I still got the bad headaches, but then I read that it takes about 8-9 months to get the hormone out of your system.  So I didn't use that method of birth control anymore and no vomiting and not as severe headaches since!  (Don't know if that's your problem but it might help someone.) 

Also try one of the blue ice packs that you leave in the freezer until you need it.  I had 2 as sometimes they warm up too much before the headache leaves.