Surprised no one has posted a giant torrent of the expensive stuff. Of course, having to pay for good data serves to keep out competitors.
I don't entirely agree with this, depending on your strategy and how fast you are trading, good quality minute resolution data can also be useful.
There are a few people working on solutions like this right now. The problem is that the data is so large (several gigs per day... compressed) that if someone were to host it it would still take forever to distribute. I have 89TB and counting of tick data. that's 91000gigs. Considering a movie is about 1.5-2GB and that takes the average user 20-30minutes to download from Netflix. It would be like downloading 45-46k moves. At 20min per clip that's ~15k hours, ~632 days, ~1.73 years... You get the idea... Next... where are you going to keep all that data? A better question to ask is would you guys (traders in general) trust a 3rd party to query your backtest results? Given how many scams/scammers there are out there my gut tells me the answer is no... however it's pretty amazing what "the cloud" can do. If you were to subscribe to a service that would offer a real tick data repository would the general public be willing to write the code, send it off as a query/request to a 3rd party... let them crunch the data for you and return a result? Would traders trust the service provider, the data and/or the results?
No I would not delegate my testing to anyone A full days ES tick data in Ninjatrader market replay format is about 20 MB 1 Years worth of trading days is about 4GB You can buy 1 Terabyte of Mirrored Storage for about 200 bucks Not so bad, really
Good luck @ 20mb/day. That's probably only prints not even L1 data or at best 100ms snapshots but not every tick & trade & order, etc. with full broker codes and trade info.