Anybody want to share or trade for US tick data? Let's be honest, for a small independent operation, one simply can't afford to shell out $90k to buy tick data from NYSE TAQ or any one of the other vendors. My objective is TAQ since 2005 or so. If I can find 9 other people who also want this data, we can bring the cost down by a factor of 10. Alternatively, is there somebody who already has the data and is willing to help out a fellow ET member by selling it for cheap (promise, I won't tell anyone!). Can offer a couple things in exchange: -have access to a live feed via colocated machine -high freq trading platform of my own design -custom (and fast) FIX broker/platform interface -C++ infrastructure for efficient backtesting -survivorship bias free lists, comprehensive (and most importantly, complete) split, dividend, earnings, fundamentals, reports, and quarterly statements for pretty much the entire market
In general no, but it could depend on how you got it in the first place. As far as I know, nobody's checking
Call Nanex, talk to them. They sell their historical tapes. A software that does (C#) export into text files is something I can give you... requires .NET 4.5 though, and may require some tapes from you, to fix bugs in it - that is "some tapes" not a lot. The main reason is that I only get the CME futures data and... so my parsing routines may have some holes in it This should be a LOT cheaper than 90.000.
Do you have 8-20TB of space to "torrent" tick data? I share some of what I have (free) with my clients... but my clients are paying me for other stuff/services on a monthly basis... $100/month is better than $100k up front however they are only "seeing" the tick data not taking, borrowing or owning the data.