I've been looking for this data and haven't had any luck oustide of OpenTick and CME, which charge ridiculous prices (10K+). In particular, the level 2 (Depth of Market) data that is organized as a feed (table) where each entry (row) describes either a new order, cancelation, replacement or execution and entries are marked with timestamps of millisecond accurracy with at least 10 years of the data. Do you guys know of any other sources where I can get it at a reasonable price?