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Each vendor has their own symbology universe and each exchange, market, or country may have their own standard identifiers. To date the majority of identifiers have also been dynamic, i.e. when a company renames, merges, relocates, the identifier may change. Some symbology systems operate on different levels of granularity whereby prices can be filtered to ...


check this out Arctic. It's a Man AHL developed Mango DB for store their financial time series. Claimed to be really good. But i haven't try myself.


You are not clear if you mean Level 2 data as in top-of-book for each exchange showing the Bid/Ask from exchange or each exchange's direct feed with full depth. The exchange full depth direct feeds have become very expensive in last few years as exchanges increase revenue from them, for example NYSE OpenBook is now approx 6,000 per month and Nasdaq Itch is ...

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