New answers tagged market-data
You should have this information freely available on EDGAR. It is going to require some parsing and probably human verification (it's not a lot of data). You can query by filing type (i.e DEFM14A / DEFM14C for M&A). ** I'm not sure how accurate your examples are, for instance Broadcom's DEFM14A was filed on 9/28/2015, the M&A announcement was made ...
Unsure of any free feeds, but if you have access to bloomberg the tickers for the upper range and lower range are FDTR Index and FDTRFTRL Index respectively. I haven't checked with other providers but I would be very surprised if Reuters did not also provide a similar feed. These tickers update at 2 P.M. however I can't comment on their latency, some ...
You are usually given an option to either - Request a re-transmission of the messages you missed (through a different channel). Request a snapshot of the current book from a dedicated server. Both are likely TCP based.
Quandl.com is the way to Go. Just have a look !
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