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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 !