does anybody have recommendations for tickdata providers? I have worked with tickdata.com in the past... but none others. I can google and see that onetick.com and tickdatamarket.com also have this... just wondering if anybody has used these other two firms, can compare/contrast to tickdata.com... or has other recommendations?
For really large data sets in bulk, these may be better, depending on your needs etc.: NYSE has their TAQ data. http://www.nyxdata.com/nysedata/default.aspx?tabid=730 NxCore has historical, if you're interested in learning their API. Their main business is providing real-time quotes, of course, so it's the same API. CME and OPRA sell tick data as well, not sure how much it is anymore.