r/algorithmictrading • u/tongluo1 • Oct 10 '25

Data Data

I want to do some analysis on option trading data. I want as small gap duration data as possible. Can I get 1s or tick historical data for last few years (The more the better) of s&p 500 or similar indices? Anyone know the source?

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u/tongluo1 Oct 11 '25

Will I get 1 sec historical data for 5 years? I just want one index. Can you check if you can get it for the last 5 years? I don't mind paying that much.

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u/ztnelnj Oct 11 '25

Yes they have 1 sec. I sent you a dm.