Support Board
Date/Time: Tue, 04 Nov 2025 21:50:07 +0000
Post From: Looking for historical market depth data
| [2024-01-16 09:16:54] |
| GuillaumeJ - Posts: 12 |
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Hi, I would like to backtest / replay market depth based strategies, how ever I found out I can only have 6months of historical market depth & MBO data. Did anyone found a way / data feed or provider to get either Denali or Rithmic Market depth for at least a few years for the main CME indexes contracts ? Or if someone by miracle keept his market data files for a few years and would be willing to help it would be amazing. Thanks for the help ! |