many thx for the response. I would like to have aggregated totalview data for some liquid stocks (aggregated volume for each price level) for backtesting and research purposes (market microstructures PhD topic). As I saw nasdaq makes these historical data available only for redistributors for USD 1000 a month. As I'm with IB, I only have access to Level 2 snapshots for a limited number of symbols - so buying these data seems to be a better solution for me than collecting them manually. What data do you collect exactly? Which data provider?
Nasdaq Level 2 as you would get them from IB. Otherwise, I have books for futures on Globex (NQ and ES for example)