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Re:Show HN: Investorsexchange.jl – parse trade-level stock m... by malshe on Wednesday August 31, 2022 @09:18AM (#32661705)
Yes, this type of datasets are massive. We use TAQ for research work but almost never use the raw data as is.

> So if we download the raw data every day for one year, we would have 3650 GB just for one year.

A small correction - the stock market is open only about 250 days a year so with your calculations the raw data size will be 2500 GB. Still massive.

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