Free tick-by-tick data

@abbanerjee I didnt understand what was incorrect in my comment and what corrections you are trying to make.

Why would you buy co-location space to get historical data ? Thats funny.
This Free data is for algo traders who have co-located. If you are an usual home based trader, its not available for you !

@p699: Coloation is useful for reducing latency when executing and getting feeds. TBD is also available historically that has nothing to do with colocation.

All data is available to you if you are willing to pay irrespective of where you are based as long as you have normal internet. The TBD can easily run into gigs of data.

I think your statements are illinformed and you should probably get your facts straight.

@abbanerjee This “TBT data feed free” announced recently by SEBI in its press release is for those who are buying co-location space. Buy the space and get data free !!!

Apart from this I dont understand what you are trying to tell me.

@p699: Is that so ? Where in the SEBI circular does it say that TBD is for colocated clients ? I didnt see that in the release on SEBI website.

It is a press release !!!
In that press release Free “T-B-T-D” is talked about under algo trading section only !!!

Free tick by tick data means that currently what NSE charges Rs 1lk/year for TBT data when on colocation, will be free. This makes no material impact in terms of costing as the real expense is the cost of being colocated itself. Can cost tens of lakhs.

Also TBT data feed can’t be streamed to clients, you have to be colocated to consume because of the sheer amounts of data. Whatever small benefit this has, will be only to traders/brokers who have their own setup within NSE colocation.

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@nithin: Sure, but can a broker make historical TBD available to be downloaded for backtesting ? Getting histrorical data was very expensive as well. I am not talking about the feed but historical data.

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@p699: Just because its being talked about in a certains section you are making all these inferenences ? Wow …

@abbanerjee
LOL, ok carry on dude carry on !

@p699: Actually its not funny … but misinterpretation makes a market. Thats funny.

Check the attached snapshots - First one is TBT data and other one is 1 minute chart of HDFC.
Software is Trade tiger. Hope this brings clarity.


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Will tick by tick data be available free of cost for normal traders ?

Note : Please exclude the hardware/cloud cost.

hmm… Historical TBT is again tough to be given out via internet because of the sheer amounts of data. Maybe you will have to ask one of the professional data vendors for a solution for this.

Are you talking per year , NSE website says something like its 1 lakh per month and 20 IP can share it , Why not release it so people can pay 5k to 10k per month and access its data ?

May be one among you people can take a lead and do this internally, as a company we can buy it to use for ourselves but not resell it, against the rules.

But doing without broker requires 50 lakh deposit in alpha membership right ?

No need, you can approach data vendor, he may charge you 5 to 10k per month I believe. But broker can’t redistribute it.

hahaha do you want to close 0dha ? how will they hunt stops then!? :joy:

If you’re still looking for this data, some nice soul has uploaded tick by tick data from 1 Jan 2017 till now on Kaggle. Its really nice

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Hmm its minute by minute data, I have second by second data itself , But I was asking for 20 to 30 ticks per second data for m y HFT algo.