If you mean historical bid/ask, then IQFeed does for their tick retention period which is currently 180 days. It will give you the inside bid and ask, tick aligned. There is no historical depth of market however.
Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.
Need help? 1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first. 2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses. 3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make. 4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance. 5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers. 6) Help using the forum? Watch this video to learn general tips on using the site.
If you want to support our community, become an Elite Member.
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.