lobsterdata.com - LOBSTER | high quality limit order book data.

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Description: High-frequency, easy-to-use and latest limit order book tick data for research.

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LOBSTER: high-frequency, easy-to-use and latest limit order book data for your research.

Clawing in the Jungle | May 7, 2020

Arnaud Amsellem just publishes an exciting research  using LOBSTER data.  – Using random forest to model limit order book dynamic