Hi, 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 Symbol Date Time Price I'm looking for it in some kind of machine readable file. Just looking for it at a reasonable price. Thanks, Cash
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.
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? Richard
the vendors are charging for this type of data and do they include overnight prices or just regular market tick data?