I'm looking for an inexpensive source for historical data on stock
trades.  To clarify, I'm looking for actual trade data on all trades
throughout the day.  That is, a ticker symbol, time and date of trade,
number of shares, and price.  I'm not looking for close information,
or intra-day high's and low's.  I need every trade throughout the day.

Ideally this source will have:
   1) Data for all stocks on the major US exchanges
   2) Historical information going back 10-20 years
   3) Also have recent trade information, ideally through the last days's close.


The format of the data is not particularly important, as long as it can
be processed.  I'm looking for the raw data, so I don't need a tool or
service to help analyze it.

This is for personal use, so price is definitely an issue.  Free would
obviously be best.

I hope this explanation was clear.  I'm not a professional trader, so
I'm sure I not using all the right terms.  Feel free to ask for
clarification.

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Request for Question Clarification by omnivorous-ga on 24 Jan 2004 09:33 PST

A2345 --

I'm not sure that actual trade information is archived anywhere.  You
might check this Google Answer, as it has traditional sources of
market data.  You can contact those companies and I'm sure get an
authoritative answer:
http://answers.google.com/answers/threadview?id=292735

You may also want to contact Dow-Jones & Co., the publisher of the
Wall Street Journal, which provides feeds on trades.

Best regards,

Omnivorous-GA