Support Board
Date/Time: Sun, 19 Apr 2026 21:57:10 +0000
Post From: Historical Data with MBO
| [2026-04-19 17:15:56] |
| trader88 - Posts: 24 |
|
Thank you for the answer. My other question is: Do you provide historical market depth (MBP / Level 2) recordings for CME futures (e.g., ES/MES)? Specifically, can I download historical top-N price-level book snapshots and updates (not just trades and BBO) going back multiple years? If yes, how far back, and in what format (SCID, depth files, etc.)? |