I am recording their real-time feed from market open to market close for this entire week. It has all stock and option data including trades, quotes, fills, etc. If anyone is interested in getting a copy of this data to compare it with the data they get from their broker / datafeed company, I’d be more than happy to compress it and put it up for download. The size of the data for one day is around ~600 Megabytes uncompressed.
The data would be JSON objects separated by new lines. The…