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Questions about handling, obtaining, generating, or analyzing all types of financial or economic data. Please use a more accurate tag if possible; for instance: tick-data, fundamentals, market-data, option-data, ticker-mapping, etc.
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How to obtain a log of all trades done on the Nasdaq or other major US exchange?
I'm looking to do a research paper on the impact of high frequency algo-trading on individual firms.
In order to do that I need to be able to determine firms that have been high frequency traded.
My …