Yes, this type of datasets are massive. We use TAQ for research work but almost never use the raw data as is. > So if we download the raw data every day for on

Yes, this type of datasets are massive. We use TAQ for research work but almost never use the raw data as is. > So if we download the raw data every day for one year, we would have 3650 GB just for one year. A small correction - the stock market is open only about 250 days a year so with your calculations the raw data size will be 2500 GB. Still massive.