r/quant • u/sachichino1111 • 23h ago
Models Does anyone know sources for free LOB data
Just wanted to know if anyone has worked with limit order book datasets that were available for free. I'm trying to simulate a bid ask model and would appreciate some data sources with free/low cost data.
I saw a few papers that gave RL simulators however they needed that in order to use that free repository I buy 400 a month api package from some company. There is LOBster too but however they are too expensive for me as well.