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Obtain order level data for German stocks

in the context of my dissertation I am working on high frequency trading and would like to investigate its effects on the German stock market. For this purpose I will need the order activities of a large number of German stocks traded on a German stock exchange over several days.
I have attached a picture to illustrate what the corresponding data should contain.
The point in time (first column on the picture) when the order was submitted/cancelled has to be visible and as accurate as possible (sub-second-level). Is there a chance to obtain this data from databases (Bloomberg for example) others than from the trading venues directly?

Thanks in advance and best regards

enter image description here

Quantitative Finance Asked by user49942 on January 15, 2021

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