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bucks
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Joined: August 26th, 2011, 11:35 am

Historical Order Book/Depth of Market Data

November 23rd, 2011, 3:25 am

Does anybody know of a place you can download historical order book quote data. I searched google and didn't come up with much of anything. Not sure if I am searching for the right keywords.
 
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ktang
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Joined: January 15th, 2010, 7:16 pm

Historical Order Book/Depth of Market Data

November 23rd, 2011, 7:41 am

As far as i know there is only sirca provides you the asx tick data. So if you or your uni is a member then the data is for free.