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I am currently doing research on the OTC Markets (OTCQB, OTCQX). As far as I know, the only data available is end of day. The research will require tick level data. This leads me to two questions:

  1. Are there any resources for tick level data for the OTC markets?

If not, I was considering collecting the data myself. I am not a developer so forgive my ignorance,

  1. What are some possible methods of performing this collection?

Any elaboration on concerns regarding storage, programming, ect. would be greatly appreciated.

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From what I know OTC http://www.otcmarkets.com/ has their data provided to them by EDGAR, which provides solutions such as API's which can be used to acces things like historical market data. the following website should deliberate on this further http://www.edgar-online.com/DataContentSolutions.aspx

The following gives more specific API information for Developers http://developer.edgar-online.com/home

Just to confirm when you say tick level data do you essentially meaning intraday stock data? and if so what is the interval (frequency) at which you want this data?

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  • $\begingroup$ To clarify, by tick level I mean every trade executed (timestamp, size, price, ect.). This is a great starting point, thank you. $\endgroup$
    – Joseph Zambrano
    Commented May 16, 2016 at 23:49

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