QuoteOriginally posted by: rmaxWhat is the measure of quality? I looked at one of the links and there was nothing that measured the quality (but I might have missed it). Can you only rely on word of mouth?The only way to know for sure is to get your hands on the data and test it yourself. Anyways I read this. you can decide for yourself:http://quant.caltech.edu/historical-stock-data.html1
) QuantQuote ? Based on our own experience and recommendations from Caltech Quant Group alumni now working in industry, QuantQuote is the vendor we most highly recommend. This is the dataset we use for our own research alongside CHSD. Included split/dividend adjustments, symbol change tracking, and excellent software make this the easiest to use research dataset. As an added bonus, pricing is the lowest of the vendors listed in this section so QuantQuote provides the best value (although we wouldn't exactly call the prices cheap). Provides data in minutes, second, and tick resolution. One key differentiator is that QuantQuote is mostly a HFT trading software company and not purely a data company, so they have unique insight into how a Quant dataset should be structured and delivered. As far as we know, QuantQuote is the only vendor which correctly removes out of sequence trades when generating their minute and second resolution datasets.