Anyone know of a reasonably priced tick data source that goes back at least 1 year? It must have information that allows me to identify if the trade was at the bid or the ask.
For example, eSignal has the correct data but only for 10 days. To backtest, I need more data than this. 1-Minute data is not sufficient for the algorithm I am using. I heard that TradeStation has similar data for a longer time period. Would tradestation 2000i have it? I don't need the analytics though, just the data; it seems hard to find long-term tick data.
I've been quite happy with tickdata.com