Historical Level 2 data

T

tele2600

As we speak, i'm gathering level 2 data twice a second for the top 10 on the ask and top 10 on the bid including mm name, size, and price, all timestamped. Its a ton of data, anyone interested in this data? Will have it sorted and in a neat csv by end of day... Just doing MSFT for now just to get an idea of how this works out but could do other symbols if anyone could put it to use
 
are you selling it or something? regardless to that-how do we know that you are getting all data from all exchanges/ecn's/market centers? you need handful of subscriptions to get there. do you have them all?
 
its free, sharing :) and just getting one symbol.. i know its not much but i'm just curious myself to dig into it, since historical level 2 is hard to come by and its only 1 day for now
 
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