Obtain order level data for German stocks

in the context of my dissertation I am working on high frequency trading and would like to investigate its effects on the German stock market. For this purpose I will need the order activities of a large number of German stocks traded on a German stock exchange over several days.
I have attached a picture to illustrate what the corresponding data should contain.
The point in time (first column on the picture) when the order was submitted/cancelled has to be visible and as accurate as possible (sub-second-level). Is there a chance to obtain this data from databases (Bloomberg for example) others than from the trading venues directly?

Thanks in advance and best regards