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Joined: Sep 13, 2020 01:39 PM
Last Post: Sep 14, 2020 02:49 PM
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Retchett has contributed to 2 posts out of 21196 total posts (0.01%) in 1,344 days (0.00 posts per day).

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Data Questions » Historical BBO data Sep 14, 2020 02:49 PM (Total replies: 3)

Okay, thank you. What about future time spreads? For example CLZ19CLZ20? Is there data available for that, or is it all outrights only?

Data Questions » Historical BBO data Sep 13, 2020 01:48 PM (Total replies: 3)

Hi,

is it possible to get historical BBO data for futures such as ES? Looks like there is only trade data available at first glance.

If not, is it at least possible to get BBO for futures when requesting live data? What about future time-spreads?


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