I am interested in global equity 1min/5min/15min/1hour trade-bar data to research micro-market anomalies and trade on them. For that, I need a good historical data vendor, as well as a data vendor that offers live data feeds in order to trade based on the constructed strategies. I found out that Refinitiv has very comprehensive historical global tick data, as well as 1min/5min/15min/1hour trade-bar data. Moreover, Refinitiv seems to have a live data feed as well, which sounds to be a good platform to conduct research and trade based on formed strategies with real-time data. Furthermore, Refinitiv also offers many other data solutions which can be used to further enhance trading strategies (such as corporate actions, analyst forecasts, corporate fundamentals etc.). I am interested if anyone has experience with the Refinitiv data platform used for similar matters, and if someone can elaborate if it is a good data vendor for such a purpose? Additionally, I am interested if someone has any other suggestions for data vendors, such as Algoseek, Tickdata, etc.?
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$\begingroup$ Refinitiv is probably one of the more expensive but more reliable sources. If you want to get your feet wet with historical data, I have used: firstratedata.com and it is quite good. They are also in a beta phase of selling tick data as well at this page: tickhistory.com. I have no affiliation with the company. $\endgroup$– rubikscube09Jun 27, 2022 at 21:25
2 Answers
I work for the Dutch Central Bank and we use Refinitiv for forecasting purposes. Can't comment on the quality of the live feed but the data quality itself is definitely solid.
I bought data recently using intrinio.com. Solid quality and not too pricy.