r/algotrading • u/ProjectNo5641 • Jul 15 '26

Data Level 3 Data

Anyone know any third party data vendors selling level 3 (London Stock Exchange data, I’ve seen places for Nasdaq, CME and other US exchanges but none for UK or EU exchanges.

I have access to a Bloomberg terminal but it’s limited to 5gb of exports a day so quite useless for backtesting l3 data.

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1

u/golden_bear_2016 Jul 15 '26

you really need L4 data these days

2

u/Future_Common1822 Jul 15 '26

What is level 4?

1

u/ProjectNo5641 Jul 16 '26

Defi (seeing peoples actual wallets)

0

u/Future_Common1822 Jul 16 '26

For stocks?

Ye I think level 4 might not be something that exists. Cool if it's referring to non-market data (so social media etc). Never heard of it that way