That's still quite a bit of money. If you want to train some good models you're going to need a lot more than 1 year and you're going to need many more than 1 market.
Some exchanges post sales data available for free. If you are relying on the full market data stream, you are talking about a considerable amount of data. In some cases, terabytes per week. It may be less costly to buy the data than connect and record directly, especially for a proof of concept.
