I really need high frequency data for my thesis. The data should contain the following columns:
Time with format: yyyy-mm-dd h:mm:ss; Price; Bid price; Ask price; Bid volume; Aks volume; volume
I tried several different online sources to get the data. The second best solution I found was the dakuscopy website, but they didn't contain the price and volume column which are crucial for my analysis. So pls help!