You can see complete details of the trades that were executed, as well as all the orders entered and deleted over the trading day.
- Conduct more complex analysis than is possible with simple tick data
- Highlight the impact of orders on prices
- Build and test programme trading models
- Carry out technical or quantitative analysis of trading liquidity
- Conduct academic analysis on our markets
Please note that a 40% discount is offered to academic institutions. This service is available by either subscription or one-off requests.
To receive historical and ongoing Rebuild Oder Book Data on a monthly basis by DVD, please complete the order form or telephone Information Sales on +44 (0)20 7797 1419 for further information.
Alternatively you can email us at infosales@londonstockexchange.com and we will contact you shortly.
For product support please telephone the Product Support Team on +44 (0)20 7797 3343. Alternatively you can email at products@londonstockexchange.com.