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High frequency trades from NASDAQ OMX
I am trying to download HFT data for XACT OMXS30, that is the EFT OMX30, but it says that all the weekdays that I am looking at are "not trading days". Only Wednesdays are trading days. Why is that? How can I access the data form the other weekdays?
(1234 views)
Hello, Is there a way to request an Order Book View for multiple stocks or multiple days (or a combination of the two) in a single query? Doing the search manually for each stock and each day, when you need lots of them, is rather tedious and time consuming.
(1273 views)
Why the reconstructed order book dataset is constrained?
(1602 views)
What is the source of the NASDAQ HFT?
(3797 views)
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High frequency trades from NASDAQ OMX