Forum: Brokers
May 20th, 2015, 04:02 PM
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Replies: 5
Views: 3,327
Dear Big Mike, I do reffer to LVL2 data.
I...
Dear Big Mike, I do reffer to LVL2 data.
I would appreciate if you could share half a year of LVL2 data for ES, YM, ZN, CL for past half year? (I'm only looking for BBO updates, no need for...
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Forum: Brokers
May 20th, 2015, 03:40 PM
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Replies: 5
Views: 3,327
historical tick data with bid size and ask size
Where can i get historical tick data for CME/GLOBEX futures which would include BBO updates on bid/ask. The datacollector thread gathers only trade information (there is no data on changes of volume...
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