Tickdata, where to buy

[Random.Capital]

Quote from andread:

It's a data stream coming from an exchange isn't it? Just raw data, and timestamped. How can you possibly get it wrong?

Are you connected directly to the exchange's feed? If not, the answer to your question is: "In many many ways".

 

[andread]

Quote from Random.Capital:

Are you connected directly to the exchange's feed? If not, the answer to your question is: "In many many ways".

I am eager to know some of them.

I looked at the T&S format on the CME site. The record is specified here:

http://www.cmegroup.com/market-data/datamine-historical-data/files/TxSLayoutguideCSV.pdf

So it's basically a sequence of CSV values. You want to tell me that some people make mistakes while passing it on to their customers? Or saving it somewhere? Making a lot of money in the process?
I might have found a new job for me.

The only thing that I can imagine is the hardware failure, which should be so rare to be easily considered statistically irrelevant.