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stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
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The ftp://emi.nasdaq.com/ITCH can not connect anymore #234

Closed YukoOshima closed 2 years ago

YukoOshima commented 2 years ago

The ftp://emi.nasdaq.com/ITCH can not connect anymore. Where can I find the data to download?

stefan-jansen commented 2 years ago

I haven't been able to access the site either, nor to they provide a new link. Looks like the free samples are no longer available. Unfortunately, these things happen. Here's a link to their paid offerings.

Please let me know if you find an alternative source for this.