Looking for Historical Time and Sales Tick Data

Discussion in 'Data Sets and Feeds' started by ET873, Dec 31, 2009.

  1. ET873

    ET873

    I need historical time and sales data for Nasdaq (at least Top 100 stocks by market cap), going back at least a year, in order to generate market profile (bid/ask quotes not needed). Anyone know of the cheapest source? I am looking for a replacement for OpenTick.
     
  2. ET873

    ET873

    Proximo, sorry, I forgot to clarify that I am interested in historical time and sales data for Nasdaq equities. I revised my original post. Ideally, I would like access to all Nasdaq traded stocks, but just the top 100 or even top 10 should suffice for now...still experimenting.
     
  3. ET873

    ET873

    Ok, how about 1 minute time interval time and sales data going back at least a year? Where's the cheapest place to find that? I heard it's included for free with a TD Ameritrade account. Can anyone confirm?
     
  4. croupier

    croupier

  5. I've 15 seconds candles (ohlc, no volume) for about 330 symbols (highly liquid etfs, liquid nasdaq 100, highly liquid nyse) for over a year (some back for over 2 years). Total over 250M quotes.

    PM me if you're interested or if you want to check which symbols are covered.