Hello I am a trader and a Hedge Fund where we build Automated Systems. We are looking for Tic by Tic or by the second data for the following markets: Forex, Options, and Forex Futures. We are looking for very reliable date and a sample of the data so we can check against our own database. If anyone is or knows a reliable source plesae share. Thank you very much!
Tick data has good reputation <url> http://www.tickdata.com/index.html </url> as well as... the exchanges themselves++
Has anyone come across historic options tickdata going back at least 2-3 years? I've talked with everyone I can think of (OCC, exchanges, brokers, data vendors, etc.) and everybody says that it doesn't exist. I've heard many explanations, but most people say that storage capacity only recently became cheap enough to store that much data.