Sorry if this has been asked before, am new to this site. Would like to get data on every single trade for a particular stock on a particular date. Are there sites that have this? (without costing an arm and leg)
What you are looking for is Time & Sales, I'm not aware of that information being available for free. It is generally the product of a level 2 data feed, but I could be wrong.
I believe you can get it for futures contracts on cbot here http://www.cbot.com/cbot/pub/page/0,3181,829,00.html
Sorry if this has been asked before, am new to this site. Would like to get data on every single trade for a particular stock on a particular date. Are there sites that have this? (without costing an arm and leg)