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I am a software engineer and want to run some simulation of over historical market data . I am pretty new to finance and trading world. To automate some of my strategies I would like to run some back test simulations. Could you give me some guidance on what is a particular setup you guys use , specially for he different data sources. Where do you usually buy historical tick data from. For live trading i am considering Interactive brokers and subscribing to the real time market data stream . But before i start trading i want to create a similar training data to run my models and get some expected results. Also it would help to get to know what are other sources of historical data information do you usually supplement your data with

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  • $\begingroup$ Possible duplicate of quant.stackexchange.com/questions/3078/… $\endgroup$ – Alex C Oct 7 '18 at 23:59
  • $\begingroup$ Do you really need historical Level 2 data? I have found it to be too expensive for an amateur like me. I was once quoted a figure higher than my annual salary... $\endgroup$ – noob2 Oct 8 '18 at 0:03
  • $\begingroup$ I am fine with level 1 data right now as well. Level 2 does seem too expensive $\endgroup$ – user179156 Oct 15 '18 at 4:59
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Not to sure how much data you need, but I found Coinscious quoted the most affordable prices for historical data. You can get them as flat files or they offer API access. Their free level might work for you to start.

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all the crypto markets have free level 2 data. good and inexpensive place to learn the ropes.

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