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by malshe 1390 days ago
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.