M MK020 May 14, 2020 #1 Does anyone know where I can purchase historical data for future emini contracts that includes all Level 1 data, including bid size and ask size? Don't need every single tick, but rather looking for 1 second or 1 minute resolution.
Does anyone know where I can purchase historical data for future emini contracts that includes all Level 1 data, including bid size and ask size? Don't need every single tick, but rather looking for 1 second or 1 minute resolution.
algoseek Sponsor May 21, 2020 #2 There several vendors that offer this. I can think of Polygon, Algoseek, Tick Data, etc, but there are more.
There several vendors that offer this. I can think of Polygon, Algoseek, Tick Data, etc, but there are more.