I'd like to get historical data for level II (Time, BidPrice, BidSize, AskPrice, AskSize) and Time & Sales (Time, Price, Size) data (with timestamp indeed) for machine learning purposes. I want this information for as long as possible and for some stocks.
If someone has collected the data and self-timestamped the data on receipt, then I would be ready to buy them their information if they are ready to sell it to me.
I've seen a similar question, but it's a very long time ago, so I'd like to have some new answers to be in tune with today's reality.
How can I get that information?
1- AKER (NASDAQ) 2- PHOTO (OTC) 3- HMNY (NASDAQ) 4- GERN (NASDAQ) 5- RNVA (OTC) 6- HEMP (OTC) 7- MJNA (OTC) 8- ZNGA (NASDAQ) 9- MARA (NASDAQ) 10- DCIX (NASDAQ)
I need the historical data for these actions for 1 to 2 years.