L2 data for stocks in London Stock Exchange

Discussion in 'Data Sets and Feeds' started by xiangfin, Apr 8, 2011.

  1. xiangfin

    xiangfin

    Where to find L2 Trade and Quote data (quotes beyond the best bid/ask) from 01/01/2001 to 10/31/2004 for following top 10 LSE stocks:

    AZN
    BATS
    BLT
    BP
    GSK
    HSBA
    RDSA
    RIO
    VOD