Hi Everybody!! I am interested in Tick-by-Tick continuous NBBO update data for US Equities with trades. That is I require quote data containing the following info : date/time/bid price/bid size/ask price/ask size/ and trade data containing this info : date/time/price/size/MMID here is what I have found so far: 1. OpenTick. - free and relatively fast as far as non-time sensitive applications go. But the data is not high-resolution and incomplete often having major gaps (ie. 103911 quote and then 114012 quote) 2. TickData - seems as though it is very high quality but pricey, costing as much as 1000$ for 40 symbol years (it is affordable ofcourse if a few of us syndicate). If anyone interested PM me or you already have the data you could recover some of the cost. 3. Official Exchanges - needless to say a reliable source if you are willing to cough up sizeable $$ I would appreciate if any other sources that have this data (with relative ease of extraction) would be posted here as a compilation. Pls remember this is only for continuous intraday TICK data, intervals wont do (ie 1m, 5m etc..) neither will EOD data be any good. Thanks - D ps. I am in particular interested in Powershares QQQ (nasdaq QQQQ) tick data for the past 6+ month. If anyone has this data available I would be willing to buy it. Also I used opentick only with their HistCSV program, I did not try through API, if it is alot better through API than HistCSV I would appreciate heads up. I am going to contact IQFeed tomorrow and see if they offer historical tick data (since I am a client might as well) and post the results tomorrow.