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If you mean historical bid/ask, then IQFeed does for their tick retention period which is currently 180 days. It will give you the inside bid and ask, tick aligned. There is no historical depth of market however.
You can find several years of historical bid/ask data here for a variety of instruments:
I keep getting requests for people to share their GomRecorder data. A few threads have been started on the subject but not many are following thru it would seem.
I am collecting data from IQFeed via QCollector. All data contains bid/ask and is tick …
That is not what I need actually. For example on russian market I get raw data, where I can see every order in -+10% zone of daily open price, so I can count my queue exactly and build hft strategies. I'm looking for same data on CME. What they offer is just cumulative bid/ask on 10 levels.
