I'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 o

I'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.