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vz wrote:
Hi,
Can anyone help?
I need a few month back of tick data that includes Bid/Ask and B/A size
of the NYSE.
As an example, I took today's IBM, NYSE trade
9:30 AM - 4:00 PM, just the sales was ~ 300 Kb.
With the Bid/Ask data that would be closer to
several Mb. (A typical CME E-mini S&P is 7 - 8 Mb).
Lets call it 5Mb on average multiply by 2,800
instruments (14 Gb) x 60 business days, your are
talking about 800 GB - 1 TB of data :(
Thanks in advance.
I would re-consider exactly what is it you want,
and also learn how to use bcc :)
Sincerely,
Aaron
Justin
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