Historical order book data | Reviews of Brokers and Data Feeds


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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.