historical tick data with bid size and ask size | Reviews of Brokers and Data Feeds

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historical tick data with bid size and ask size

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Manta, Ecuador
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snusnufreak View Post
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 whole depth)

Also, what DB do you use for these purposes? Have you considered using shared memory for optimizing the speed when dealing with huge amounts of data? What are your thoughts on this? Could you suggest how to design an optimal DB for purposes of collecting and then quickly accessing/backtesting LVL2 data?

Thank You!

See my thread:


As for sharing my L2 data, I'd rather not. It is a massive data set, plus you have no way to import it into NT from me. You can get it from the other methods I suggested.


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