As we speak, i'm gathering level 2 data twice a second for the top 10 on the ask and top 10 on the bid including mm name, size, and price, all timestamped. Its a ton of data, anyone interested in this data? Will have it sorted and in a neat csv by end of day... Just doing MSFT for now just to get an idea of how this works out but could do other symbols if anyone could put it to use
lundi 28 juillet 2014
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