How deep is your Level II?

[insight2]

Hi,

I get 5 bid levels and 5 ask levels, of DOM with eSignal on futures. What is the situation elsewhere? Can one get 10 levels, one each side?

Funny thing was that CBOT was giving free 10 levels on each side, through Java applet. Since Monday, after it had been taken over by CME, that was immediately cut down to 5 levels and of course label was changed.

cheers, dejan

 

[bendlikon]

I get 5 bid levels and 5 ask levels on futures using IB

 

[PualoP]

I'm fairly certain that most exchanges provide 10 levels apart from the CME, which provides 5.

 

[grantx]

Dejan,

Eurex futures provides 20 but accessibility is dependant on your quote vendor. 10 is standard.

Grant.

 

[arabianights]

If LIFFE has any limits then I'm not aware of them, certainly I can see every limit order in the STIRs.

(Or at least I think I can, experiment suggests so)

 

[insight2]

Guys, can you provide the name of the platforms you are using, just to make it complete.

regards, dejan

 

[maxima]

Guys, can you provide the name of the platforms you are using

I would be intereseted too. IB provides 5.