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Agreed, monstimal ... in my post above where I said "except maybe AMEX", I meant to say "except maybe ARCA" ... don't know about AMEX ...

Southall, love your post since it is 100% planted in good old "Interactive Brokers Reality" (I've been with IB since 1999 and have been through this routine many times before) ... Unfortunately, your call to action is more grounds for suicide (or switching brokers) then grounds for hope ...

usequities.nyx.com/markets/nyse-equities/order-types ... see the "Dark Reserve" order type. Also, a good general reference for other exchanges: haimbodek.com/electronic_markets.html

Sorry, to stop flamers: I'm talking only US equities here...

Check the exchange docs ... all the majors now have native hidden order types ... probably all the regionals too ... so far as I can tell (not very far), anyone can submit the basic hidden limit order type except maybe on AMEX.

Calling any Interactive Brokers guys on elitetrader (Def? Dav?) ... can anyone tell us when/if TWS and the API will support native hidden limit orders direct-routed to NYSE? I would also be interested in answers to the same question for ARCA, BATS and DirectEdge... Question for all: I'm...

My final post to this thread, information circa September 2011 for the benefit of future elitetrader keyword searches... Please note: The focus is (1) U.S. listed equities, (2) good or better market depth coverage, plus (3) good or better API for market depth. Existence or quality of a front...

Thanks again GoldStandard - it looks like Essex Radex has the so-called "top 5" = NYSE, ARCA, NADAQ, BATS and DIRECTEDGE, which is as good as all but a few of the possibilities I've been researching after all the help you elitetraders have given me ... I will post after talking to my new list of...

Thanks for mentioning RealTick, GoldStandard ... I have zero experience with them, but I have definitely considered them recently and crossed them off my list for reasons I don't remember, probably something said on elitetrader ... but looking at their web site I can tell I've never been on it...

Thanks for the post GoldStandard ... I can talk a lot about eSignal since I've been using them as my main data feed since 2003, and I've been using their API since 2005: #1 problem with eSignal market depth: They don't offer it through the API. #2 problem with eSignal market depth: The...

Definitely not IQFeed or DTN ... in my notes I have NxCore on the list and then crossed out as inadequate, but it doesn't say why so I will check again. This has been my top priority for a long time ... I will pay a $500 bounty to anyone on elitetrader who steers me to a non-IB market depth...

Fantastic opinion, couldn't agree more (although snapshot data is sufficient for me)! Now, where is this data provider? I have looked and looked and looked and looked and ... the single possibility left on my list is MAYBE Genesis, but at the moment I'm not keen on putting $millions in a...

Again, thanks for the posts Bob111, codeine and GTG ... I don't want to beat this thread to death, but just in case anyone is confused by what Bob111 is saying in his last post: #1: Of course it is possible to get depth via the API ... I've had it coded in my trading apps since at least 2004...

Thanks for posting Bob111 ... but it seems clear from what you are saying that you don't even know what market depth is ... everything you are saying seems to be referencing Level I data.

Market data fees aren't the issue - those are fair, reasonable and ordinary. The tragicomedy is IB's rules on how much market data you can get AFTER you pay for it and it's yours ... the last several times I checked it works like this: everyone gets 100 market data lines and 3 market depth...

IMHO, it's absolutely critical for illiquid and thinly trade issues, which is mostly what I trade ... but even if I only traded the most liquid large-caps I think I would very highly value the full available depth...

Please read this if you currently use the API for market depth, for stocks, or if you WOULD use it if it were improved... The problem: The TWS market depth screen is great because it allows you to get all available market depth including NASDAQ Level II depth, ARCA depth, NYSE OpenBook...

I can't find this information on the SierraCharts web site ... Does SierraCharts have a market depth interface for listed stocks (NYSE OpenBook, ArcaBook and NASDAQ Level II)? Trying to find something to replace eSignal ... have used eSignal for 10 years and can't take it anymore...

bundlemaker and DAV - thanks for your inputs. I was just checking IB market depth in the last 10 minutes and you are both completely correct - it's fast, and as far as I can tell as fast as eSignal. My apologies for making incorrect statements in my post More correctly, I can say the...

Thanks for the suggestion jimrockford, but alas IB is not the solution - I have been with IB for many years (satisfied - but rarely happy - customer), and you are correct that they take their market data seriously. But they have always had some artificial throttle on their market depth screens...