Looking for stock tick data

Discussion in 'Data Sets and Feeds' started by cashonly, Sep 12, 2003.

  1. cashonly

    cashonly Bright Trading, LLC


    Anyone know where I can get stock tick data for about 350 NYSE stocks? (for a few months back)

    I know of some places, that are OUTRAGEOUSLY expensive. All I want is

    I'm looking for it in some kind of machine readable file.

    Just looking for it at a reasonable price.


  2. cashonly

    cashonly Bright Trading, LLC

    Still looking
  3. cashonly

    cashonly Bright Trading, LLC

    Still Looking
  4. the cheapest way would probably
    be to subscribe to quote.com,
    use their QLink tool to load
    the data into Excel, then save
    as .csv.

    You need to do this manually
    for each stock.

    If you could live with 1 min data,
    it would be easier.
  5. cashonly

    cashonly Bright Trading, LLC

    Looks like the route I might need to take. 1 minute is an eternity for what I'm doing.
  6. rickty


    You could automate the procedure using qcollector which is inexpensive. (You can search for the vendor using google). You can simply provide qcollector with the list of your stocks and it will download them one after the other.

    quote.com provides time and sales data. So isn't that the tick data that you're looking for?

  7. the vendors are charging for this type of data

    and do they include overnight prices or just regular market tick data?