HISTORICAL book order

Algo Trading Business
1

Hi there, I have a question. Where can I find the history of book orders of an asset?

2

Hi Lucas, 



I believe you want to access the historical order book which is also called market-depth data. 



The availability of historical order book data depends on the asset, exchange it is traded. You can get this data from brokers and external data providers. The availability varies widely across the countries as well.



For example,

  1. For crypto order book data of Binance crypto exchange,  check this link-Market Data - Kaiko


  2. For order books from all crypto exchanges- check this link -Market Data - Kaiko


  3. To get historical order book data of equities across the globe, check this link of data provider- REFINITIV



    Equities Market Data | LSEG



    Please let us know if you have any queries

    Hope this helps,

    Thank you



     
3

Thanks, do you have a website to have the book orders of currencies please?

4

Hi Lucas, 

It's challenging to find free historical order book data for currencies.

However, you can try getting demo data from Nanex.

Please follow this link.



Thank you