Where to find L2 Trade and Quote data (quotes beyond the best bid/ask) from 01/01/2001 to 10/31/2004 for following top 10 LSE stocks:
AZN
BATS
BLT
BP
GSK
HSBA
RDSA
RIO
VOD
1. Where to get tick and quotes (L1) data for FTSE 100 constituent stocks from 2001 through 2004?
2. How to get constituents of FTSE 100 index from 2001 through 2004? We know the index' constituents may change from time to time.
Thanks in advance!
I am backtesting my system for NASDAQ100 component index. I see some stocks are removed from the index and the ticker is not trading anymore (maybe ticker is changed to a new one).
Where to get historical quotes for them, if it is not traded any more? How to check if the ticker has changed?