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Where can I obtain all official real-time and intraday data for exchanges — NASDAQ, NYSE, AMEX, OTC, CME, etc?

I feel like the raw data is out there to be consumed and parsed at no cost (except the labor to actually make sense of the data). I want this information because I'm building a few tools for fun and out of pure interest.

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+1 for "feeling like the data is out there to be parsed for free". lol

If data is just for toys, do:

  1. http://www.dxfeed.com/historical-tick-data/

They offer (free) tick data for May 6 2010 (flash crash).

  1. Scrape google.

  2. This question: Free intra-day equity data source

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  • $\begingroup$ Don't forget to click the upvote button for the +1 $\endgroup$
    – nodebase
    Dec 16, 2014 at 19:53
  • $\begingroup$ I was looking for some "flash crash" data, wonderful tip! $\endgroup$
    – PatrickT
    Nov 30, 2016 at 15:24
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You can try to scrape it from google finance for some US stocks in "real time", however there may be seconds of delay.

Generally you need to pay exchanges an access fee for raw real time data, and they guard these feeds quite jealously.

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