Ask HN: What is a good tick data source?

https://news.ycombinator.com/item?id=5469116

by yarou • 13 years ago

2 5 13 years ago

news.ycombinator.com

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?

niggler2• 13 years ago

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

yarou2• 13 years ago

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

cjbenedikt• 13 years ago

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

yarou2• 13 years ago

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

niggler2• 13 years ago

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.

Ask HN: What is a good tick data source?

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