Serving the Quantitative Finance Community

Search found 5 matches

by Luphie
July 22nd, 2009, 8:44 am
Forum: Trading Forum
Topic: order book datas
Replies: 9
Views: 38875

order book datas

<r>QuoteOriginally posted by: tu160NYSE open book history: <URL url="http://www.nyxdata.com/nysedata/default.aspx?tabID=743I">http://www.nyxdata.com/nysedata/default.aspx?tabID=743I</URL> don't know about Paris... What's in the the paper, something new from Jean-Philippe? This is soooo expensive.......
by Luphie
July 17th, 2009, 10:41 am
Forum: Trading Forum
Topic: order book datas
Replies: 9
Views: 38875

order book datas

<r>QuoteOriginally posted by: tu160NYSE open book history: <URL url="http://www.nyxdata.com/nysedata/default.aspx?tabID=743I">http://www.nyxdata.com/nysedata/default.aspx?tabID=743I</URL> don't know about Paris... What's in the the paper, something new from Jean-Philippe? Thanks! I'll have a look!Th...
by Luphie
July 17th, 2009, 10:39 am
Forum: Trading Forum
Topic: order book datas
Replies: 9
Views: 38875

order book datas

Thank youI'll have a look at the website!
by Luphie
July 15th, 2009, 8:27 am
Forum: Trading Forum
Topic: order book datas
Replies: 9
Views: 38875

order book datas

<t>Thank you for you reply!Stock market will be fine. I have read a paper which was using those kind of datas which the author collected from Paris Bourse. Actually I am doing a research based on his idea so it will be perfect if I can have the Paris Bourse data as well.Do you know what I can find t...
by Luphie
July 14th, 2009, 12:07 pm
Forum: Trading Forum
Topic: order book datas
Replies: 9
Views: 38875

order book datas

Hi everyone,Do you know anywhere I can get order book datas, which include all the submitted buy/sell orders' prices and volume (not only the executed ones) ?Thanks in advance!Luphie