How to read level 2 data for ES futures

Klockmiller

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Does anyone know how to do this or where i can learn to do this?
I am using TA as well but need to understand level 2 better (or so i am told) before executing my trades.
Thank you!
 
I know that this is an old posting but I also have had trouble getting answers to this question. What I have found is that to use L2 in your strategies you have to program it yourself. I am currently using Lightspeed API in Cpp. I love it! Now traditional TA is combined with cumulative L2 and profits are up.

Cheers
 
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