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levelII historical data

This is a discussion on levelII historical data within the Level II forums, part of the Methodologies category; Hi I need to backtest some algorithms. Any idea where I can find leveII historical data covering at least 4/5 ...

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Old Jan 23, 2009, 7:28am   #1
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levelII historical data
Hi

I need to backtest some algorithms.
Any idea where I can find leveII historical data
covering at least 4/5 years?
Any market is of interest : at this stage - I only need to
check the limits of the model.

Thanks in advance.
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Old Jan 25, 2009, 10:31pm   #2
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The LSE offers it under the name Rebuild Order Book - it costs a lot of money though and it comes in raw data format on DVDs and CDs.

London Stock Exchange - Rebuild order book
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Old Jan 29, 2009, 5:47pm   #3
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fantastic started this thread great ! Thanks a lot.
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Old Jul 12, 2009, 12:13am   #4
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Any one tell me where get taping historical data?
thanks
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