4 ms·
Ask HN: What is a good tick data source?
I'm working on a small side project where I require Level I tick data for NYSE or Nasdaq's tapes respectively. Does anyone on HN know a (preferably free) source of this historical market data?
- niggler 14y agoDid you try http://tradingphysics.com/ http://tradingphysics.com/ ?
- yarou 14y agoI haven't, thanks for the info, I'll check 'em out later today.
- cjbenedikt 14y agoTick data for free is rare...you can get it from the exchanges but you may have to pay...if your side project could be of interest to a fund you may be able to convince them to give it to you in return for information re your results
- yarou 14y agoInteresting idea, I initially had that angle with Nanex, but I haven't been able to contact them yet.
- niggler 14y agoI'd be wary of Nanex and their data quality in general: https://news.ycombinator.com/item?id=5146571 https://news.ycombinator.com/item?id=5146571 Most people offering market data risk running afoul of the contractual agreements signed with the various exchanges.