Support Board
Date/Time: Mon, 23 Dec 2024 11:06:15 +0000
Post From: historical market depth data from SC data service
| [2015-09-21 10:12:35] |
| User12089 - Posts: 361 |
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Do you offer Historical Market Depth data (effectively every single message from limit order book updates to best price to time & sales – so the whole market operation ie every aspect of it can be recreated) Here is an example of what I am asking for http://www.cmegroup.com/market-data/datamine-historical-data/#marketDepth Obviously you do stream that data as real-time data feed during market operation – the question is whether you also store it as historical data and offer it for subsequent retrieval and reuse If you do then what would be the way to obtain/retrieve the data – programmatically via an API and what is it? I do understand that you offer historical Tick Data (aka Time & Sales) for 180 days |