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historical tick data with bid size and ask size

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snusnufreak View Post
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 on best ask). Please advice on where to get such data?

Thank you.

Historical tick data including BBO:
https://futures.io/elite-circle/7279-official-gomrecorder-qcollector-tick-data-sharing-thread.html

If you are referring to level 2 depth history, that isn't tick data and I don't know of anyone that sells the data or gives it away. I store it for personal use in my database, but it's incredibly large dataset. You can download some of it from NT Market Replay, and there are years of Market Replay data posted on futures.io (formerly BMT) as well.

Mike

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