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This question already has an answer here:

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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marked as duplicate by chollida, olaker Dec 17 '14 at 1:22

This question has been asked before and already has an answer. If those answers do not fully address your question, please ask a new question.

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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 '14 at 19:53
  • $\begingroup$ I was looking for some "flash crash" data, wonderful tip! $\endgroup$ – PatrickT Nov 30 '16 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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