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I'm not interested in HFT specifically but I have been looking around for a good cheap-ish market data feed to do automated screening / analysis


Yahoo Finance is a cheap-ish option, you can download the day's High, Low, Open, Close and Volume for almost all of the stocks out there. Being cheap-ish, sometimes data does skipped a day or month.


I'm really interested in Options data (not just equity data)




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