Hello, I think it's hard to find, but is there some websites where you can find bid-ask historical futures datas?Like 1 min bid-ask datas? I'm just looking for samples, not really long histos. One week would be good. THANKS
does anyone use opentick? its too confusing for me. they say free but charge a fee. Would i ever have to send them money for the data?
data is free but you must pay for the exchange fees (you decide which exchanges you sign up for): http://www.opentick.com/index.php?app=content&event=market_data&PHPSESSID=vq2ardi48bn2lahakd2d8e0651
Interesting. Are you building a bid/ask trading model/system ? I had some communication last week with Robert Pardo, a quant who owns his own trading and research firm, and he said this data is very difficult to acquire....and so he has not even attempted to build a system using bid/ask.