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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

Anybody knows?

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?

Where to get a complete list?

Where can we get daily CMS (Constant Maturity Swap) rate data?

Thanks.

Same here. Want to meet up in NYC.

Daily

Where to get historical futures price data for US 2yr 10yr? Or those for bond index?

Raver, I go to the page. No data there, even after I search.

Where to get(download or buy) data of implilied volatility for KOSPI index options? It is said that KOSPI options are the most liquid index ones in the world.

Where to get historical data of VWAP (Volume Weighted Average Price) for big-cap stocks?

Wallace, That's really great. Looks you have continuous data of various futures contract. Right? How can I get daily data for them? Also, do you have VWAP (Volume Weighted Average Price) for big-cap stocks?

Where to get historical data for USDX (US $ index)?

Where to get 5m data for ES futures? I have some data downloaded from IB. I want more. TIA.

Hi, What's the best source(free or not) of daily historical quote data for stocks in HongKong, Japan, US, UK and other European countries?

This post is to mimic SAC's short-term trade. I started trading this system Jan. 8. Previous posts can be found http://web.wenxuecity.com/BBSView.php?SubID=finance&MsgID=1333910 For 01/16, To long: SVU To short: GENZ To close: Performance from 01/08 to 01/15: 19 trades. 12...

Hi, I am recording data from IB while I am working. I want to replay those collected data ticks after I come home. Is there any software to replay those quotes, so I can trade on simulated real-time quote? Open source and Java software is even preferred.

Hi Corey, I am also interested in this subject. However, I am not sure if it is worth, as we will have 2 steps to identify a pattern first, then apply the patterns to price prediction. Errors after 2 steps may make it not worthwhile anymore.