I'm working on a small side project where I require Level I tick data for NYSE or Nasdaq's tapes respectively. Does anyone on HN know a (preferably free) source of this historical market data?
Tick data for free is rare...you can get it from the exchanges but you may have to pay...if your side project could be of interest to a fund you may be able to convince them to give it to you in return for information re your results
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[ 3.9 ms ] story [ 18.2 ms ] threadMost people offering market data risk running afoul of the contractual agreements signed with the various exchanges.