L2/L3 data for backtesting

Hi everyone,

I am looking to source historical order book depth data for Index Futures (CME ES / NQ) to backtest an order flow model in Python.

Because I am testing on a cloud VM, I cannot parse raw tick-level MBO/PCAP files. I specifically need PRE-AGGREGATED interval snapshots.

Specifications needed:
• Assets: CME Index Futures (ES, NQ, or MNQ)
• Data Structure: 1-minute or 5-minute binned snapshots (Top 5 to 10 Depth Levels: Bid/Ask prices & sizes, Delta/Imbalance)
• Timeframe: Last 6 to 12 months
• Preferred Formats: Parquet, CSV, or SQLite

If you capture/aggregate Rithmic, Databento, or Sierra Chart depth locally and are willing to share or sell a copy of your dataset, please DM me with:
1. Covered date range & symbol
2. Column schema / depth levels included
3. Your expected compensation / price

Thanks!