Recent content by tele2600

its free, sharing :) and just getting one symbol.. i know its not much but i'm just curious myself to dig into it, since historical level 2 is hard to come by and its only 1 day for now

As we speak, i'm gathering level 2 data twice a second for the top 10 on the ask and top 10 on the bid including mm name, size, and price, all timestamped. Its a ton of data, anyone interested in this data? Will have it sorted and in a neat csv by end of day... Just doing MSFT for now just to...