High Frequency Trading data is hard to get free.
Most of the people subscribe to price feeds and pay $50-$100 per month.
In this post I give you the python code to download High Frequency Trading Data from Google Finance.
The lowest time interval is 1 minute.
If you are into building quantitative trading models, you will know the importance of good high frequency trading data
In the future I will also show you how you can download live high frequency trading data from Google Finance.
Python is a powerful scripting language. You should learn it if you want to become a quantitative trader.
Python has many machine learning libraries that you can use to build predictive models.
R is another scripting language that you should learn if you want to master quantitative trading.