let's suppose a stock 'X' is quoted in a particular market with a specific bid and ask price. I would like to see for all transactions within a day on stock X:
- The transaction time (in milliseconds)
- The transaction type (Bid (Sell) or Ask (Buy))
- The transaction price
- The transaction quantity
It is not necessary for me to have real time data, delayed or historical would work fine. Do you perhaps know any affordable data provider?
Thank you ;)