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gelfand
Topic Author
Posts: 14
Joined: July 14th, 2002, 3:00 am

high frequency data sets

January 23rd, 2017, 7:23 pm

HIgh frequency quants are in demand. If you are not already working as one, how do get high-frequency data? It would be nice if there were some publicly available data sets. It is easy to get free historical *daily* data on stock prices.

I understand that updated high frequency data will cost money, but it would be nice if there were some historical data sets on which quants could cut their teeth.
 
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Hansi
Posts: 41
Joined: January 25th, 2010, 11:47 am

Re: high frequency data sets

January 23rd, 2017, 8:23 pm

Most likely best of just buying or you can use this inside their ecosystem: https://www.quantopian.com/data/quantop ... ty_pricing