Ask HN: What is a good tick data source?

2 pointsyarou5 comments

I'm working on a small side project where I require Level I tick data for NYSE or Nasdaq's tapes respectively. Does anyone on HN know a (preferably free) source of this historical market data?

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Tick data for free is rare...you can get it from the exchanges but you may have to pay...if your side project could be of interest to a fund you may be able to convince them to give it to you in return for information re your results

Interesting idea, I initially had that angle with Nanex, but I haven't been able to contact them yet.

I'd be wary of Nanex and their data quality in general: https://news.ycombinator.com/item?id=5146571

Most people offering market data risk running afoul of the contractual agreements signed with the various exchanges.

Did you try http://tradingphysics.com/ ?

I haven't, thanks for the info, I'll check 'em out later today.

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