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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).
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 Richard Labs / CL&B Capital Management, LLC 4 May 2008 10:43PM ET