In the past – it has been very difficult to get good tick data for a breadth of products over long periods of time…. If tick data was hard – depth of market (level 2) data was IMPOSSIBLE!
Lo and behold..

Reuters launches tick history service

“Reuters DataScope Tick History covers global, intra-day time and sales, time and quotes, and market depth across asset classes, covering OTC and exchange-traded instruments. “

In the past – I had to build tools to record tick, level 2/ depth of market data. Then I could play it back and do trading system simulation./ optimization. There were some places to buy tick data from – but we COULD NOT EVEN BUY depth-of-market data.

I wish this was around a few years back! I am certain that some of my prior prop trader clients will jump at this service with all 4 paws, claws extended !

-Chris

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