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For a personal experiment I need to acquire 10 years worth of data (with time resolution hourly at least) for a single stock. It doesn't really matter which stock, and the data doesn't need to be very recent.

It would be a waste to purchase data for an entire exchange. Does any company let you buy data for just 1 stock? Or is there some free public sample data out there that spans 10 years?

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You dont need to buy data if you need any stock from NYSE or NASDAQ. There are plenty options available as your tick time is not so small(1 hr). 1. As suggested by @ eSurfsnake you can try pulling hourly data from Quandl with API(Free). 2. Alphavanatge API is free for smaller tick time also. For your reference

Alpha vantage API Not working for NSE while the same query is giving output for NYSE stocks

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Try Quandl - should be enough to get this for free, I believe.

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  • $\begingroup$ They were the cheapest I found. The question is if it is granular enough. But even daily closing for every listed U.S. stock going back forever was, I believe, something like $29 for a month's access. $\endgroup$ – eSurfsnake Aug 13 '18 at 2:22
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In other words, what you are looking for is a Tick data. It needs resources to catch this data and so it won't be available for free but its available on demand from some websites. I refer you two of them here Intrinio and Tick Data

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    $\begingroup$ Tickdata.com charges 25 dollars per symbol per year, but they have a 1000 dollar order minimum, so a single stock for 10 years becomes expensive. $\endgroup$ – Alex C Aug 10 '18 at 6:17
  • $\begingroup$ I contacted intrinio support. They said their only data which spans 10 years is their EOD data. Also, I think I agree with @Alex_C. I'm willing to buy data... but $1000 for data on a single stock is too much. $\endgroup$ – Caleb Aug 10 '18 at 14:03
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Have you tried Algoseek they offer historical institutional intraday data for the US Market. They have stock, options, futures, Index and ETF data goes to 2007 so you are covered.

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I used Quandl at my previous firm but they seem to restrict the data sales to institutional customers.

FirstRate Data has some datasets for free - but only for 1 year of 1-minute bar data. For 15 years of 1-min or tick data they have single tickers for sale.

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