0
$\begingroup$

I am looking for a place to get all NYSE/NASDAQ data for every trade (price/size) on a particular ticker. The data can be delayed by minutes/hours. I am a student and am trying to use this for a project, so I am on a limited budget. So far I know of TradingPhysics offers \$0.20 per stock per day, and IQfeed would be around $100 a month. IEX seems to only report trades executed with IEX, which makes it unusable for my purchases. Are there any better services?

$\endgroup$
  • $\begingroup$ Do you need almost real time data? Or data starting the year before the current would be enough? $\endgroup$ – phdstudent Jul 26 at 20:37
  • $\begingroup$ I'm guessing I only need around 1-3 months of tick data, but it does not need to be real time, as long as I can retrieve data daily. $\endgroup$ – jamesralph8555 Jul 27 at 7:04
2
$\begingroup$

Check if your university has TAQ (trades and quotes), often available through Wharton Research Data Services (WRDS). Professors who research about market microstructure may use TAQ for research. If so, you can try asking a professor to get you the data for your project.

When I looked, I could not find free intraday data on Quandl.

| improve this answer | |
$\endgroup$
0
$\begingroup$

Open an an account in TD Ameritrade which is free. You will have to write code to get ticker wise data. Quandl provides data at a cost.

| improve this answer | |
$\endgroup$
  • $\begingroup$ Wouldn't this violate TD ameritrade terms and conditions? $\endgroup$ – phdstudent Jul 26 at 20:36
  • $\begingroup$ As long as you are not publishing this data you are ok, quant traders use these api's to get stock prices at real time $\endgroup$ – julie1977 Jul 28 at 12:46

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.