All trade data for a stock?
I want the history of every *trade* for a given stock. I'm not interested in daily prices, I want to know every trade that was booked at the exchange from today back to the listing of the stock. How do I get this? Would anyone other than the exchange itself have this data?
Comments
You need level 2 data. Check with your brokerage to gain the access. It will cost you.
Good luck, this is almost next to impossible and it's very difficult to understand why someone would want this useless data.
I do know that brokers and clearing firms do not capture all the information you need let alone retain on of the information they do receive from the exchange.
The only one that has this data is the exchange itself, you could get a file down load, but this will cost you big bucks and you have to have the equipment to capture it as it is
transmitted or have the equipment to read the file. You will have to have a map to translate the codes, not only for the buy and seller but for any price qualifiers. All of this will have to be provide by the exchange itself since no organization would capture such data, let alone store it.
Good luck
I think the company that publishes the pink sheets
also has the type of info you are asking about
there might be a limit as to how far back you can go for the information
you'll have to ask them
Fitch publishing in NYC rings a bell
you might want to contact them