> I would expect that CME should provide the most detailed and accurate > data? > > http://www.cmegroup.com/market-data/datamine-historical-data/marketde... > > Do you guys know where we can find 10 levels deep data for globex > instruments? >
I suspect it's 10-level deep, although their web site states it's 5- level deep. I think they have not updated their web page yet. I sent them a message asking them to confirm that. They usually respond quickly. I dealt with them in the past and purchased quite a bit of historical market depth data (with the project funds). --~--~---------~--~----~------------~-------~--~----~ You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected] To unsubscribe from this group, send email to [email protected] For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en -~----------~----~----~----~------~----~------~--~---
