Level I historical quote and trade tick data for MSFT stock. Packaged by month.
Data includes: Bid Price, Bid Size, Ask Price, Ask Size, Last Price, Last Size and Total Volume timestamped to the millisecond from the exchange.
Over 1 Million data points per month!
Perfect for training AI trading systems.
An included Readme.txt file provides additional information listing trading dates and the corresponding number of data points for each trading day in that month.