First, I would like to ask Mike if this is appropriate. If not then please delete this thread.
I've been thinking about getting some "institutional-level" tick-data for backtesting purposes for futures and possibly for forex too. As everybody knows, you put garbage in you get garbage out. It would be much better to backtest on precise data and the investment probably pays itself off later on. As that institutional-level data is quite expensive for a single retail trader it crossed my mind we could share the costs.
Is there anybody interested in this? Where would you like to get some good data from but don't want to spend all that money to get it?