I'm writing some Machine Learning software for equity and would like to find some tick data or at least 3 or 5 minute data.
I would like to have a year or two for testing.
I don't really care about what exchange the data is from, as long as its from a major exchange somewhere.
Also is there anywhere where one can get connect to a data stream of delayed 'live' data?
The data does not have to be free, but free is better :-)
you can download the stock market data for any company in csv format. for example, if you want to download the data for microsoft, the csv is located at - http://download.finance.yahoo.com/d/quotes.csv?s=MSFT&f=sl1d1t1c1ohgv&e=.csv
Similarly, you can download the data for any company, just replace MSFT in the above URL with the stock quote you need.
I don't know any place you can get a stream of live data for FREE ;)