Market Data: Types & Where to Download It (Free and Paid)
A practical guide to market data for algo trading: the levels (OHLCV bars, L1 ticks, L2 depth, L3 full book), free sources you can start with today (yfinance, Stooq, crypto exchange APIs, NSE/BSE bhavcopy), paid sources for real money (Polygon, Databento, Kite Connect), and the two biases that quietly wreck backtests — with Python to pull data.