NQ Tick + L2 Archive
NQEvery NQ tick and the full order book — 7 years, growing daily.
The complete E-mini Nasdaq-100 tape: every trade (price, size, real aggressor side) plus full Level-2 depth, 2019→present, ~7 years of microsecond data. Served as Parquet-backed JSON over arbitrary time ranges via /v1/history/ticks and /v1/history/book. Backfilled from our archive and enriched live every day from the same feed our gateway streams.
- Trades: ts, price, size, buy/sell aggressor
- Level-2: full depth, price/size per level
- 2019 → today, microsecond timestamps
- Arbitrary date ranges, no row cap
/v1/history/ticks/v1/history/book