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

0 Answers

Add your own answers!

Related Questions

delta neutral option cost

1  Asked on December 28, 2020 by roller


Obtaining current list of companies in the FTSE 100 via an API

3  Asked on December 23, 2020 by thechubbypanda


Converting US Treasury CMT to Discount Yields

1  Asked on December 13, 2020 by mikerand


How to calculate Greeks for leveraged Barrier options?

0  Asked on December 12, 2020 by twhale


Compute the (Net) Present Value

3  Asked on December 5, 2020 by clubkli


Why do not include loan payments in NPV?

3  Asked on December 3, 2020 by henrique-ramos


Ask a Question

Get help from others!

© 2021 All rights reserved.