What is the best method to get historical quote information? I have a trading hypothesis, but it’s based on quote data (bid & ask). I don’t have a way to backtest appropriately.
I have some code that will stream data to a SQL DB, but it keeps getting throttled. I am only streaming 7 tickers and the stream stops constantly so I can’t rely on the data.
I don’t mind paying for the data, but I would like to backtest before I jump into paying $99 per month.
So, basically, I would like to retrieve historical quote data for individual tickers and save the data in a SQL DB and resample the data at my leisure.