I am recording their real-time feed from market open to market close for this entire week. It has all stock and option data including trades, quotes, fills, etc. If anyone is interested in getting a copy of this data to compare it with the data they get from their broker / datafeed company, I'd be more than happy to compress it and put it up for download. The size of the data for one day is around ~600 Megabytes uncompressed.
The data would be JSON objects separated by new lines. The data looks like this:
{"cvol":"41815209","date":"1507147200000","exch":"Q","last":"13.31","price":"13.31","size":"447069","symbol":"AMD","type":"trade"}
{"ask":13.32,"askdate":"1507147411000","askexch":"K","asksz":10,"bid":13.3,"biddate":"1507147400000","bidexch":"P","bidsz":47,"symbol":"AMD","type":"quote"}
{"cvol":"41816205","date":"1507147200000","exch":"Q","last":"13.31","price":"13.31","size":"447069","symbol":"AMD","type":"trade"}
{"ask":"13.32","bid":"13.3","date":"1507147411703","exch":"D","last":"13.32","size":"996","symbol":"AMD","type":"timesale"}
The data would be JSON objects separated by new lines. The data looks like this:
{"cvol":"41815209","date":"1507147200000","exch":"Q","last":"13.31","price":"13.31","size":"447069","symbol":"AMD","type":"trade"}
{"ask":13.32,"askdate":"1507147411000","askexch":"K","asksz":10,"bid":13.3,"biddate":"1507147400000","bidexch":"P","bidsz":47,"symbol":"AMD","type":"quote"}
{"cvol":"41816205","date":"1507147200000","exch":"Q","last":"13.31","price":"13.31","size":"447069","symbol":"AMD","type":"trade"}
{"ask":"13.32","bid":"13.3","date":"1507147411703","exch":"D","last":"13.32","size":"996","symbol":"AMD","type":"timesale"}
Last edited by a moderator:
