Fine-grained trade data is almost always charged. Exchanges charge their clients to get data directly, and they charge multiples as much to those clients like Bloomberg who wish to redistribute the same data. This is not really surprising--exchanges are run for profit and the data are valuable.

Plus, successful traders have an interest in keeping the barrier to entry as high as possible--if you're making a few million a year not only can you afford to pay $5k for the data, you might prefer it cost $50k.