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Finding tick by tick data is easy. Every major lit exchange sells it for a few hundred to a few thousand dollars per year, either directly or indirectly (throug
by jzwinck 9y ago
Finding tick by tick data is easy. Every major lit exchange sells it for a few hundred to a few thousand dollars per year, either directly or indirectly (through a data vendor). Just search for "market data price list" and the name of your preferred exchange.
- gravypod 9y agoThat's still quite a bit of money. If you want to train some good models you're going to need a lot more than 1 year and you're going to need many more than 1 market.
- tcbawo 9y agoSome exchanges post sales data available for free. If you are relying on the full market data stream, you are talking about a considerable amount of data. In some cases, terabytes per week. It may be less costly to buy the data than connect and record directly, especially for a proof of concept.
- gravypod 9y agoWhich exchanges? This is more of a hobby. I can throw together stuff that can handle that load.