Hi there!
Anyone here knowing for a data vendor for retail traders as well as software or programing solution (python preferably + opensource SQL) for retrieve at a daily basis tick data (Level1 time&Sales) and then post-process it to store in a custom time compressed database (not traditional OHLCV)…? I know of tickwrite (tickdata.com) solution, but quite expensive for a mortal trader! I could pay for a Reuters Eikon “cheaper version (Xenith)” to retrieve data via it’s API for…