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.
You can download the high frequency trading historical data for any stock from Google Finance.
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.