The limit order books reconstructed by LOBSTER are based on NASDAQ's Historical TotalView-ITCH data - the historic record of what NASDAQ calls

"[...] the standard NASDAQ data feed for serious traders - [which] displays the full order book depth [...]" and contains "[...] the order and trade transaction data from the TotalView-ITCH data feed."*

To allow a very efficient transfer of information the data feed is in binary format and avoids any redundancies in the records.

You can find more information on NASDAQ's Historical TotalView-ITCH on
An outline of the message data and how LOBSTER reconstructs limit order books from the data is given here.

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