user21210: I am looking for per-second (or any time interval less than one day) bitcoin data for bitcoin price and volume on any given exchange. Do you know where I can find this sort of data? Have found Coinbase's price data for every 10 minutes which is good, but can't find any associated volume data.

user18441: Your best bet is probably to utilise the various exchange APIs to log the data in your own database.
NB: I don't think Coinbase provide volume info publicly. 

21210: <p>I am looking for per-second (or any time interval less than one day) bitcoin data for bitcoin price and volume on any given exchange. Do you know where I can find this sort of data? Have found Coinbase's price data for every 10 minutes which is good, but can't find any associated volume data.</p>
 18441: <p>Your best bet is probably to utilise the various exchange APIs to log the data in your own database.</p>

<p>NB: I don't think Coinbase provide volume info publicly. </p>
