Recommended books for Level 2?


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Recommended books / advice for learning Level 2?

Are there any books you guys would recommend for someone wishing to learn, analyse and take andvantage of Level 2 data? Or if not books, how else?

I keep reading here that everyone uses Level 2 for their trading and how beneficial it is to them so i think I would like to learn it all for myself, altough i have already learnt a great deal just from these forums!
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It depends upon which instrument you wish to trade but Naz is the resident expert on use of Level II for US stock trading so it may be a good idea to contact him.

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