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Hi.
Does anyone know of a good (and usable) source of historical tick data on US
equities?
I can't use Omega's omz files because it's simply too time-consuming: For
example, I have to load all the tick data for every stock on the NYSE on a
given day (i.e. 1 omz file) in order to get at the data for the few stocks
I'm interested in. This can take easily take an hour (just for 1 day,
before I distribute to the tickers of interest).
A point in the right direction would be much appreciated...
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