Where to get high quality interday data for all major exchanges ?

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
via https://ift.tt/318xfHU

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