Order Book Data

Hi,

Any one has historic order book data for equity & futures & options details. I am in desperate in need of this data.........

thanks

market_looser

Dont worry, no one will have it.

You can use a Free screen capture software to record the whole days derbook
www.camstudio.org
Dont know anyway to get Orderbook data in excel though

Actually there have been several useful studies conducted on the order book data of US equity markets, though do not know about NSE.

Futile effort my friend, become best friends with the specialits on the floor and you might get more than what ur asking for

--MJ

I recently talked to a friend, and was informed that studies on market microstructure have been performed on NSE order book also. The tick data which NSE provides contains all bids, offers and trades time stamped to the nearest second. Read about order book snapshot here:
http://nse-india.com/content/research/Readme_CM.htm

but before proceeding, will u tell what kind of studies u want the data for?

or better become friends with 'manipulators' and 'operators' to get unbeatable tips
or maybe hand over them enough margin money and let ur money work for u. why should u work for ur money?