Hi If possible please help me with this issue. I am in the process of devising new strategy
Anyone have or can tell me where to get such data
BBO(Best bid&offer) historical data(Interval:SECONDS) for E-minis going back 2 years or more ?
9:00:00 45x5 46x7
9:00:01 46x4 47x9
maybe here www.tickdata.com