where to download Level 1 Historical data?

Discussion in 'Automated Trading' started by trend2009, Feb 7, 2020.

  1. trend2009

    trend2009

    I need level 1 data which should includes NBBO, trades and timestamp.
     
  2. rb7

    rb7

    Historical data of what?
    Stocks, options, futures, forex, others?
    For how far back?
    1 year, 1 month, 1 day?
    What timefrace?
    Tick, minute, hour, eod?
     
  3. kmiklas

    kmiklas

  4. trend2009

    trend2009

    level 1 historical data,including NBBO bid and ask, plus trades.
     
  5. rudi20

    rudi20

    Candlestick trade data is easy to get. I downloaded mine from my broker (Interactive Brokers) - they provide 1 second resolution if required. If you want individual trades rather than candles, then you'll need to purchase from a data provider.

    Level 1 NBBO I was unable to find any 'free' sources, so I purchased mine from tickdata.
     
  6. raddo

    raddo