UK Order Book

Real-Numbers

Junior member
16 1
Hello, i've asked LSE and they said they can sell me historical data, the complete order book for 6 months for 8.000£. Is there a way that i could get to an agreement with a different company for me to still get the data but not pay for it? I can't find any other company that sells it. I would appreciate any help
 

RISKonFX

Junior member
11 0
I guess the real question is why do you want the order book, all be it historical and how much value will it really give you vs the cost of getting this data.

I assume you're referring to the order-book of LSE registered companies / indexes (ie. LSE acting as a centralized exchange?)
 

Real-Numbers

Junior member
16 1
I want the order book, the market depth to compute it and make a price model as well as a behavior pattern chart for the players in it. And i want to share it with everyone that wants t pay to see that. I have the technology to do it and the people to do the algo. I just need the data of FTSE100, all of it, fill or kill trades down to milliseconds. What i don't have are the funds to buy it.
 
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