Historical order book data | Reviews of Brokers and Data Feeds

futures.io - futures trading strategies, market news, trading charts and platforms

Reviews of Brokers and Data Feeds

Review and discuss futures brokers, their requirements and features, or ask questions about brokers and data feeds


Historical order book data


Moscow, Russia
Trading Experience: Intermediate
Platform: Sterling Trader Pro
Favorite Futures: Stocks
Posts: 15 since Jun 2014
Thanks: 12 given, 1 received

That is not what I need actually. For example on russian market I get raw data, where I can see every order in -+10% zone of daily open price, so I can count my queue exactly and build hft strategies. I'm looking for same data on CME. What they offer is just cumulative bid/ask on 10 levels.