share/trade US Equity tick data?

[nocloud]

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

 

[bellman]

Is there any rule or law against sharing market data?

 

[nocloud]

Quote from bellman:

Is there any rule or law against sharing market data?

In general no, but it could depend on how you got it in the first place. As far as I know, nobody's checking

 

[Traveler]

Surprised there's not a torrent of it already.

 

[bellman]

There sure should be. There is no reason for that information to not be part of the public domain.

 

[NetTecture]

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.

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.

 

[WinstonTJ]

Quote from Traveler:Surprised there's not a torrent of it already.

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.