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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?

UPDATE

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.

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  • $\begingroup$ It seems you have two accounts, please have them merged. Also, I don't think one would be allowed by the exchanges to resell this data to you but I'm not very knowledgeable in this area. $\endgroup$ – Bob Jansen Apr 4 '18 at 14:49