The SEC has access to all trade data, but public market trade data doesn’t have any identifying information, time and sales data consists of just that. For exa

The SEC has access to all trade data, but public market trade data doesn’t have any identifying information, time and sales data consists of just that. For example, ‘bought/sold x units of y instrument at timestamp’. You might also get the exchange it was traded on, and possibly other information depending on who you buy market data from.