Historical market data is available on a historical/end-of-day basis in flat file format dating back to as early as Jan 2008, which enables users to see the depth of book, trades, order imbalances, stock summary and security status messages.
Trade and Order:
Tick by tick order and trade data, to help rebuild the historical order book.
Depth of book:
10 best bid/offer prices and quantities of orders, top 50 orders at the best bid/offer price, accumulated transaction volume & order.
Stock status
Frequency: | Daily - after 4:00 pm every trading day |
Format: | TXT |
Delivery: | FTP, Web or E-mail |
Click here to get the specification file |