I've been looking for a place where I can source interday trading data for all tickers on major exchanges (as a rough guideline, that might mean those with a market cap > 1bn).
Ideally data that is somewhat normalized to account for splits and weird gaps, ideally with a 1min frequency, though 5 minutes would also be acceptable. Ideally from a place that also provides the same data "live" during market hours.
Any suggestions ? My budget is capped at 200$/month, so I can't quite go for professional level tools, but I'll take what I can get.
I tried market stack thus far, but they don't have interday for exchanges outside of NYSE and NASDAQ and their request model makes it quite expensive to get data. I also tried IEX (IEX Cloud) but their data for JPX and LSE was really weird, with arbitrary days/spans containing `null` values in all fields for almost all stocks.
Submitted October 14, 2020 at 12:30PM by elcric_krej