Order history that replicates ITCH data feed and contains every market event. This is the most complete data format but requires assembly.
One file per day, per currency, covering all trading hours
Reference:
Subscription:
Daily delivery
Historical Data:
Available from July 6, 2009 to present
*The following dates are unavailable: 2015-05-01, 2015-05-04, 2015-05-05, 2021-07-05
Fields: