The data is clearly still on chain but if you can’t access it then it defeats the purpose.
My project requires me to have price data from as many exchanges as possible, as I want to create a crypto arbitrage bot that will identify a price discrepency for a particular token across multiple exchanges.
e.g. If uniswap will swap 1 eth for 3500 dai but bancor will swap 1 eth for 3600 dai then the 100 difference (minus gas and dex fees) can be taken as profit if I buy on uniswap and sell on bancor. In addition to this I want to make use of flash loans to increase the amount of profit I can make, and will also mean I do not need to provide any capital up front.