FactSet Level 2 (Market by Price) Powered by BMLL

Access highly granular Level 2 tick history data (Market by Price) for 65+ venues across U.S. and European equities, ETFs, and futures with over six years of history.

搜集汇总

背景与挑战

背景概述

该数据集提供由BMLL支持的FactSet Level 2市场深度数据，覆盖超过65个交易场所的美国及欧洲股票、ETF和期货，包含超过六年的高粒度市场深度历史记录。