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Historical order book data

  #4 (permalink)

Legendary Market Wizard
Houston, TX
 
Trading Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 3,075 since Dec 2013
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CME actually sell it, but I bet it's expensive

http://www.cmegroup.com/market-data/datamine-historical-data/#marketDepth

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