Free or cheap multi-leg ("complex order book") market or historical data?

T

toonerdy

http://www.cboe.com/cob offers some free access to the Chicago Board of Exchange's complex order book for US equity options during regular trading hours. Outside of regular trading hours, it is just a static web page.

Does anyone know of any other free or cheap complex order book (that is, multi-leg order) market or historical data out there?

Thanks in advance for any answers.
 
I have never seen such data either, until I came across COBWeb (the service I mentioned).

I would be interested in any data, but more interested in orders placed and their eventual disposition (fills and cancellations), and more interested still in near real time market data (current open orders).
 
toonerdy said:
I have never seen such data either, until I came across COBWeb (the service I mentioned).

I would be interested in any data, but more interested in orders placed and their eventual disposition (fills and cancellations), and more interested still in near real time market data (current open orders).
More...

The CBOE is just 1 of 5 COBs. WEX, a professional expensive trading platform, offers a view of all 5. It provides the ability to filter out what you don’t want to see. I don’t expect they record data for you to analyze. It is the only platform i’m aware of that provides this live to customers.
https://www.lightspeed.com/technology/specialized-trading-software/wex/
 
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Robert Morse said:
The CBOE is just 1 of 5 COBs. WEX, a professional expensive trading platform, offers a view of all 5. It provides the ability to filter out what you don’t want to see. I don’t expect they record data for you to analyze. It is the only platform i’m aware of that provides this live to customers.
https://www.lightspeed.com/technology/specialized-trading-software/wex/
More...

Thank you, Robert. That definitely makes the idea of opening a Lightspeed account at some point in the future much more interesting to me.
 
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