Hi I'm a physics student with no financial background. I have recently come across an algorithm which I believe could be of some use in trading. The problem is I don't know if the data the algorithm requires is public or private. I need data of individual trades that happen on the market - ideally a list of all the trades that occurred during a days trading. Who bought, who sold, the quantity and the price. Is this information available, if so how do I get it? Apologies if I'm being stupid - any help is much appreciated.