Where can I find per-second bitcoin price & volume data? 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.
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.