Historical Level 2 data

Discussion in 'Data Sets and Feeds' started by FCCT, Jul 24, 2006.

  1. FCCT


    Are there any services that provide historical market depth/level 2 data?

    On a side note, what would be the best way to record my trading screen, something with low resource requirement would be best.
  2. cashonly

    cashonly Bright Trading, LLC

    Not sure about historical L2

    camtasia can record your screen, but resource intensive... if you want to record L2 data, and your platform has an API or DDE links, that would probably be less resource intensive and then you could analyze the data easier.

  3. I don't know of ANYONE who offers historical L2 data.

    However, on a positive note, there are certainly several pieces of charting software that can take your current L2 data stream and archive it as you go. I have such a system set up now with NeoTicker.

    Once the data streams are archived, or even AS they come in, you can plot them in charts and use them in indicators, backtesting etc. The resource requirement IS hefty however, only a top-end machine and feed can handle all of the data streams.
  4. I have never heard of any service that offers historical level ii and i've been around for a long time