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Sample data
anuj sethi / self
16 Sep 2007 7:28PM ET

Hello all. I want to write and test algorithms for level-II quotes for options trading. Before anything else, I want some sample data, because I want to find out whether this is for me.

This should be easy for those who write their own code. Can you provide me some real data, and the schema to interpret it? At the moment I can get only simulated data (from marketcetera).

Thank you,
Anuj

Sample data
anuj sethi / self   16 Sep 2007 7:28PM ET

Re: Sample data
Richard Labs / CL&B Capital Management, LLC   16 Sep 2007 10:18PM ET

Re: Sample data
Ameya Nisal / Neo Consulting Group   15 Oct 2007 1:32AM ET

Re: Sample data
anuj sethi / self   1 May 2008 12:58PM ET

Re: Sample data
Varun Kumar Yadav / Merrill Lynch   3 May 2008 8:04AM ET

Re: Sample data
Richard Labs / CL&B Capital Management, LLC   4 May 2008 10:43PM ET

Re: Sample data
Raghavendra Hegde / NCL   5 May 2008 12:04AM ET