Historical Order book raw data

Discussion in 'Educational Resources' started by True-Numbers, Oct 25, 2019.

  1. Hello guys and please help and tell me if there is a historical order book for FX. LSE has for sell the Rebuilt Order Book historical data with all the fill or kill orders down to milliseconds but its very expensive . I am wandering if i could get that type of raw data for free for any type of instrument, FX, commodities or crypto, as i'm not focusing just on the UK market. Thank you for any lead that could help. Best regards
  2. Not sure what you mean by "historical" because you are not giving enough information. Is "historical" for you 5 years back, 20 years or 100 years? I personally tried for years to find intraday data for forex and stocks for the 70s and 80s but was never able to find it. The only data available for this period is daily open and close
  3. Yes, i am referring to any old data, from 1 month or 1 year ago or even longer than that. Looking for all the trades that were made or deleted, any type of order. This is actually public information but it's gathered for example for the UK market by the London Stock exchange. I was wandering if maybe for FX or other instruments that type of information to be available somewhere for free.
    Last edited: Oct 25, 2019
  4. traider


    you can get free crypto order book data easily. most exchanges have it, use bitmex as they have a good api
    you have to collect and store though
    True-Numbers likes this.