I have been downloading the EOD data for all the stocks on the NAS for a while now, but I would like to be able to do this once or twice intraday.
I have used Tiingo before and their EOD is great, but intraday they only provide NASDAQ stock volumes that clear on the IEX and that can be significantly under the volume of the shares that have traded in total.
Can anyone suggest a source where I can get a full NAS intraday snapshot of data into AB?
Best regards,
T