Recent content by Northid

I answered in a personal message

FXopen is a company that saves Level 2 historical data on currency. I use this data, but I want to find more other companies.

CME protocol MDP 3.0 -:((((((( Because of the specifics of the protocol to analyze the microstructure LEVEL 2 became difficult. Price Nanex: The fee for historical CME Euro FX futures is $150/month. This includes all of the futures and options on futures. The data will consist of trades and...

They do not sell the historical data in the format Level 2.

Looking for where to buy high-quality historical data in the format of the tick by tick Level 2 (depth market) Data from the banks of the ECN, any broker, specialized firms. Advise, who sells such data? What are the trading companies give customers download historical data Level 2/ All...