A couple of months ago I made a post regarding high quality tick by tick
ASX trade and level 2 market depth/order book.
We are about 4-6 weeks away from commercially launching, but would like
to offer a preview of the data quality for both feeds in this posts.
The feed data is fairly large as it provides every event at the micro-second
level.
I understand this looks like a professional feed, but it can be customized
to whatever level or resolution you need.
Due to ASX restriction on redistribution of data without the relevant
royalty and agreements in place, the data has been slightly modfied in
both files ( e.g the quantities are randomly altered, so are the prices ),
but it's close enough to see how in depth the data is and if it is suitable
for you.
