Is there anyone who can provide me with historical ticker data, for any given month in 2017, for EURUSD,GBPUSD,USDJPY, stamped at millisecond or better - for any venues or LPs.
Need the data for geographically diverse venues (NY, LON, TYO).
Olsendata is not separated by venue. I'm looking for data that was directly received from execution venues like EBS/LMAX/FastMatch/GAIN/360T/HotSpotFX and/or LPs -- separated by geographical location (NY/London/Tokyo)
I'm looking for the exact same thing, LMAX data from NY4 and TY3 separate with (sub)millisecond timestamps. Did you find what you're looking for, and can you share how you got it?