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Date/Time: Tue, 26 Nov 2024 02:20:30 +0000



Post From: Looking for historical market depth data

[2024-01-21 08:06:23]
Khas - Posts: 2
Also interested in market depth data for the past 4-5 years or older - just the SierraChart depth files would be amazing as long as they were pulled or recorded accurately.
I am just looking for basic US equity futures (ES / NQ / RTY) at this point.

I know CME sells their data in Datamine. The only full depth files they offer are the ones which include MBO ($575 per month of data or $33,000 for all available on each symbol).