1. What is a good way to collect US equity tick data either live or after hours? I am planning to collect as many symbols as possible.
2. Do you know any data source provide historic tick data?
www.tickdata.com is one of them but $60 per year per symbol is not cheap.
Thanks in advance,
I bought the NQ emini data since its inception from tickdata.com and it lets me have one continious contract which is nice.