Hello. I need about 3 months of full market depth level II data, for all stocks for any exchange. I need it for testing. Does you have software that can download/load this data from server or computer file, and then transform it to the following or similar format in .csv or alike? Timestamp, bidprice1, bidvolume1, askprice1, askvolume1 etc. I need the data for Matlab.
I am getting below exception, if you can help ItchTrader 2019-01-29 07:37:45 PM Error \"System.InvalidOperationException: License N101430 does not support \u0027ITCH_LSE\u0027. at StockSharp.ITCH.ItchMessageAdapter.OnSendInMessage(Message message) at StockSharp.Messages.MessageAdapter.SendInMessage(Message message) in C:\\Users\\Administrator\\Downloads\\StockSharp-4.4.15\\StockSharp-4.4.15\\Messages\\MessageAdapter.cs:line 375\"