Looking for Historical Time and Sales Tick Data

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

  1. 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


    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


    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


  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.