u/AbuMohammad7780

Hi everyone,

I**’**m looking for a reliable and affordable data provider that gives complete trade-by-trade (tick) data for NYSE and NASDAQ stocks, specifically:

•	Trade price

•	Trade size **(**volume per trade**)**

•	Trade direction **(**buy or sell**)**

I**’ve tried Alpha Vantage free tier — it works decently but doesn’**t provide all trades, and the paid plans seem expensive without a clear guarantee of full tick coverage.

My questions:

1.	Does Alpha Vantage paid actually give every single trade?

2.	What are the best alternatives? I**’**ve heard of Polygon.io, Alpaca, IEX Cloud, Databento, Tradier — any real experience with these?

3.	Is trade direction **(**aggressor side**)** actually available from any affordable provider, or do most people infer it using the Lee-Ready algorithm?

4.	What**’**s the most cost-effective option for a retail algo trader?

Any real-world experience is appreciated. Thanks!