bid and ask size

Discussion in 'Data Sets and Feeds' started by MK020, May 14, 2020.

  1. MK020


    Does anyone know where I can purchase historical data for future emini contracts that includes all Level 1 data, including bid size and ask size? Don't need every single tick, but rather looking for 1 second or 1 minute resolution.
  2. Ponmo


    There several vendors that offer this. I can think of Polygon, Algoseek, Tick Data, etc, but there are more.