First I suggest you contact your local MLS to find out if they even offer a live data feed to their brokers, and if so, then you need to find one who is offering it to the public.
Let me add a word of caution. A live raw data feed is just that, raw data, and it would be a mistake to think that's the whole story. We do have a genuine concern that someone who has access to the sold data is not going to quite fully appreciate what they are seeing. That's not arrogance, it's a feature of the imperfect world in which we live in.
I'm not one for analogies, but one way to look at it would be to think about whether or not you would be happy to represent yourself in a legal matter having only read some parts of the law and not having consulted any lawyer . Only an attorney knows exactly which laws would be applicable to your situation, and would have knowledge of the case law which may impact how the law is interpreted. Similarly, you're still going to need a REALTOR to advise how it might apply to your situation based on a number of factors too numerous to mention here.
All of the above means to say that finding a source for sold data is the easy part. What you ought to worry about is how you are going to be able to analyze the data in a meaningful way. Nothing is ever as simple as it seem before you start doing it. There's a lot more to evaluating buyer behavior than taking a bunch of sold numbers and averaging them out!
Please consult a REALTOR (R), who by the way, already has all the data you need and more at their fingertips. Good luck with your purchase.