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I'm doing my dissertation at the moment and for it, I need high-resolution market data. The only problem is I'm a student and haven't got much money. A lot of sites I have seen want monthly subscriptions or big upfront fees, I do not have this.

What's the cheapest way I can get 6/3 months of Tesla market data at say 1-second resolution?

Thanks.

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  • $\begingroup$ I'm voting to close this question as off-topic because this is better suited for quant.stackexchange.com $\endgroup$ – luchonacho Feb 2 '17 at 9:25
  • $\begingroup$ @luchonacho just because a question is better suited elsewhere, does not mean it should be closed here. As long as it's on-topic here, it can stay here. Search for discussions on the mother meta on this. $\endgroup$ – EnergyNumbers Feb 2 '17 at 14:32
  • $\begingroup$ @EnergyNumbers Fair enough. Albeit the minimal threshold argument you imply to justify the on-topic of the post is fine, based on an optimization perspective, it is better if the OP asks this in a forum where (i) more experienced users can be of greater help, and (ii) more users can benefit from it. $\endgroup$ – luchonacho Feb 2 '17 at 14:41
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Many universities have access through WRDS to the NYSE Trade and Quote (TAQ) data. Despite the name, TAQ has " intraday transactions data (trades and quotes) for all securities listed on the New York Stock Exchange (NYSE) and American Stock Exchange (AMEX), as well as Nasdaq National Market System (NMS) and SmallCap issues."

Quandl has intraday data, but only at a minute level frequency. Tesla is a member of the NASDAQ 100 and so is one of the minute by minute firms available through Quandl via AlgoSeek. The pricing for an individual user for the whole year is \$800 (as of 2/2/17).

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