FX historical market data, NY/LON/TYO

Discussion in 'Forex' started by axlon, Feb 15, 2018.

  1. axlon

    axlon

    Is there anyone who can provide me with historical ticker data, for any given month in 2017, for EURUSD,GBPUSD,USDJPY, stamped at millisecond or better - for any venues or LPs.

    Need the data for geographically diverse venues (NY, LON, TYO).

    Willing to pay reasonable amount.
     
  2. truetype

    truetype

  3. axlon

    axlon

    Olsendata is not separated by venue. I'm looking for data that was directly received from execution venues like EBS/LMAX/FastMatch/GAIN/360T/HotSpotFX and/or LPs -- separated by geographical location (NY/London/Tokyo)
     
    Last edited: Feb 15, 2018
  4. truetype

    truetype

    Have you asked them if they'll custom query their data for you?
     
  5. axlon

    axlon

    No, they don't have data other than for NY.
     
  6. axlon

    axlon

    Looking for lmax historical market data for London/Tokyo/NY. Hard to believe nobody here has the data.
     
  7. truetype

    truetype

    Have you tried LMAX directly? I haven't spoken with them in a while, but here are my contacts:

    costas.arapopoulos_at_lmax_dot_com
    shamyl.burki_at_lmax_dot_com
    jeremy.barnes_at_lmax_dot_com
     
  8. axlon

    axlon

    Unfortunately, I'm a US resident and process to set up offshore entity to get a live account is very cumbersome.

    This market data is available via their API to anyone with LMAX account for free, thus was hoping for someone to help me out.
     
  9. biemster

    biemster

    I'm looking for the exact same thing, LMAX data from NY4 and TY3 separate with (sub)millisecond timestamps. Did you find what you're looking for, and can you share how you got it?