Support Board
Date/Time: Tue, 26 Nov 2024 02:25:40 +0000
Post From: Looking for historical market depth data
[2024-01-16 09:16:54] |
GuillaumeJ - Posts: 10 |
Hi, I would like to backtest / replay market depth based strategies, how ever I found out I can only have 6months of historical market depth & MBO data. Did anyone found a way / data feed or provider to get either Denali or Rithmic Market depth for at least a few years for the main CME indexes contracts ? Or if someone by miracle keept his market data files for a few years and would be willing to help it would be amazing. Thanks for the help ! |