Welcome to NexusFi: the best trading community on the planet, with over 150,000 members Sign Up Now for Free
Genuine reviews from real traders, not fake reviews from stealth vendors
Quality education from leading professional traders
We are a friendly, helpful, and positive community
We do not tolerate rude behavior, trolling, or vendors advertising in posts
We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community. It's free for basic access, or support us by becoming an Elite Member -- see if you qualify for a discount below.
-- Big Mike, Site Administrator
(If you already have an account, login at the top of the page)
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.
You can find several years of historical bid/ask data here for a variety of instruments:
I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.
I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick …
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.