Historical Rebuilt Order Book data

Real-Numbers

Junior member
16 1
Hello guys and please help and tell me if there is a historical order book for FX. LSE has for sell the Rebuilt Order Book historical data with all the fill or kill orders down to milliseconds but its very expensive . I am wandering if i could get that type of raw data for free for any type of instrument, FX, commodities or crypto, as i'm not focusing just on the UK market. Thank you for any lead that could help. Best regards
 
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CrAlex

Newbie
8 1
Hello guys and please help and tell me if there is a historical order book for FX. LSE has for sell the Rebuilt Order Book historical data with all the fill or kill orders down to milliseconds but its very expensive . I am wandering if i could get that type of raw data for free for any type of instrument, FX, commodities or crypto, as i'm not focusing just on the UK market. Thank you for any lead that could help. Best regards
Hi, you can download all your data using program S#Data. It supports all the tools and you can download the data that you need.
 
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Reactions: Real-Numbers

Real-Numbers

Junior member
16 1
Hi, you can download all your data using program S#Data. It supports all the tools and you can download the data that you need.

Thank you, i'm just trying to do that now, i hope it works. I hope i can help you also sometimes in the future. One quick question. What do you think about market depth...Level 2 data...do you use it or does it look to complicated?
 

CrAlex

Newbie
8 1
hello. I know what you're talking about. I trade my strategy with, in it I have the opportunity to set the best price for execution, including in parts. it is quite difficult, but with the help of the program Designer figured out.. but I continue to learn so you can ask questions or share your experience as a trader, I am always happy to new knowledge about the financial market. thanks.
 

Real-Numbers

Junior member
16 1
Hi Alex,

I am glad you want to learn and also recognize the power and advantage of the market depth. I am involved in a startup aiming to graphically display that using a neural network. Tell me please, what market do you trade? Are you UK based? We want to create a bit of disruption in the markets, change a bit the game of the market makers. We want to give the regular traders more knowledge, we see this as the evolution of technical analysis
 

Real-Numbers

Junior member
16 1
We are not yet ready. The tech is developed as a grant by a consortium of 4 UK universities that will back us up and we want to buy 6 month of Rebuilt Order Book from LSE to make a price model and move to the real time feel after. Tell me your email and maybe we can keep in touch or maybe you want to know more.
 

CrAlex

Newbie
8 1
Hello. And you could describe your project in more detail, at least in General terms. I would love to read and follow your project. in turn, if possible, I would try to popularize your idea on the site https://stocksharp.com , this would become additional advertising. My mail MiCruppi@yandex.ru.
 
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