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