Registered: Apr 2011
04-25-12 07:07 PM
Anybody want to share or trade for US tick data?
Let's be honest, for a small independent operation, one simply can't afford to shell out $90k to buy tick data from NYSE TAQ or any one of the other vendors.
My objective is TAQ since 2005 or so. If I can find 9 other people who also want this data, we can bring the cost down by a factor of 10.
Alternatively, is there somebody who already has the data and is willing to help out a fellow ET member by selling it for cheap (promise, I won't tell anyone!).
Can offer a couple things in exchange:
-have access to a live feed via colocated machine
-high freq trading platform of my own design
-custom (and fast) FIX broker/platform interface
-C++ infrastructure for efficient backtesting
-survivorship bias free lists, comprehensive (and most importantly, complete) split, dividend, earnings, fundamentals, reports, and quarterly statements for pretty much the entire market