Hello,
I’m doing some backtesting on an indicator I developed. The indicator happens to use volumetric bars and thus requires bid/ask order flow data. However, it seems that I am only able to get access to about a year or so worth of such bar data via my CME_DOM subscription, even with the full OrderFlow+ package. I’ve tried a few different timeframes and they all seem to max out at around the same historical point.
I would like to get my hands on a larger set of historical data that includes this bid/ask volumetric style info.
Can someone direct me to a website/service that offers this type of historical data, such that I can effectively recreate the volumetric bar data that I’m currently working with? I understand that I will almost certainly have to pay for the data, but that is fine. Any options that you guys know about would be very helpful.
Thanks!
Joe