I know they support L2 but the question is about what is considered to be L2 data.
I don’t use any screen, I am just using the API to feed data and then analyze it with Matlab.
Here you have an official answer regarding my question about the depth for a stock:
"We only send true market depth...
Now I have changed my provider, but with IQFeed I have detected this behavior. And they answer me that it is a limitation for stocks but nor for futures.
Regards
Thank you for the answer. It is the third data provider that says they have real Level II data but after start feeding data result that It is only real depth market data for futures, but for stocks it is only the inside market.
I guees it is a provider limitation, isnt it?
Regards
Hello,
I am a bit confused about Level II for stocks and futures.
It seems that real market depth is available for futures but for Stocks it is only available the inside market (no real Level II market depth).
Is it true? Is it a data vendor limitation?.
Any help will be much appreciated.
Hello,
I am a bit confused about the terms Level II and Inside Market. Sometimes it seems Level II is the real depth of the market and sometimes it seems to be only the inside market.
Data providers always refer it to Level II but it is not real Level II all the time. It is not the first time I...
Hi all,
Does someone know if MBT data feed (MB Trading - Stocks Options Futures Forex Online Discount Trading) is good enough?
I mean, Is it real tick by tick data? Is Level II data in real time without snapshots?
Thank you in advance