Indeed this data is available as real-time stream via public exchanges APIs, but you can't 'go back in time' and subscribe to data from for example two months ago replay it again and recreate exact market state at that time, using this API you can, does it make sense?
Yes I think I understand. Historical data is freely and publicly available but this lets me replay the market rather than just do static analysis. Not an active trader, just trying to clarify my thoughts about why I would need this/pay for it. Thanks
Yes, also there is no way to get historical order book data via exchanges APIs