I've been looking for affordable data sources of long-term historical tick data, T&S data, and level 2 data for backtesting purposes. I used to use eSignal which worked well, but it's tick data only goes for 10 days so it becomes very limiting for certain strategies. I know that tick data and T&S data are probably accessable for longer periods, but I don't know of anyone that saves level 2 messages/data for review. I've made a couple programs to record ECN order data which is close, but I'd like to get more reliable and complete data. 1-min data is also acceptable, but I like to do functions based on the transactions.