daniil wrote:Hi Michal!
I suppose you collect the ticks with MS SQL? i've read your topic about that so would you be please so kind as to share the final SQL table format for quotes?
Do you collect Level II data? if so please be aware that demo and real Level II data at least for MBT/EFX does not match.
Unless I get a permission from EFX, I'm not wild to post their tick data publicly here. I've asked EFX if they're ok with me posting their data here, so we'll see.
However, you can PM me.