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I am looking for limit order book data for an academic paper that has a snapshot for every change in the orderbook (1st five levels are fine, but more is better) or can be built from ITCH files. Any market and geolocation work as long as the priority is price/time. The only data I found on this is the lobsterdata resource, are there other data sets (including open source) out there available for researchers?

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    $\begingroup$ You could ask at OpenData.SE. As a matter of fact, at CrossValidated, there is a policy of closing data requests and directing posters to OpenData. $\endgroup$ Jul 23 at 21:31

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Here are a few links that may have the data you are looking for:

awesomeopensource.com has many open source projects. You could probably find some data there.

This Github repo has some data. Only 3 levels, though.

This paper has a dataset linked to it.

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Some vendors have academic licenses, where they offer a reduced rate or even free access to the data. You should try contact some of them like:

Nasdaq

Ticket Market Data

Olsen

The Crypto space is very well feed with market data, if this suits your paper:

Kaiko

Binance has loads of free data.

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