Any data feed that reports the current halt price level for a given equity?

B

bigteks

I'm looking for a data feed where I can subscribe to real time quotes for an equity and get the current predicted halt price level along with each quote. Does this exist? I see halt prices floating up in level 2 sometimes, so I am wondering how I can make this data point visible to my code.
 
Not interested in post-halt data. Also I did mention price in my question so just assume I am only talking about price related halts. I need to anticipate circuit-breaker halts as I do not want to hold through a halt. So I am looking for a data feed that can give me data on where in the price action a future halt would be expected, if the stock went parabolic right now (which is typically what is going on when we close in on a circuit-breaker halt). Also as I mentioned, this is visible in level 2 when a circuit breaker halt is close, so that is the data I would like access to in a feed.
 
The bands are available on level1 feeds as separate messages from SIPs that most vendors use. But I don't think they propagate them. IB doesn't. I don't think @Polygon.io does either, but maybe they would if you asked them.
 
Cool. I was thinking of trying to calculate it but there is so much to go wrong with that approach. I can try to calculate the mean of the prices from my data source but it will likely differ from what the exchange determines.
 
Intrinio who I use mentions the LULD price bands in the description of their Nasdaq RTQ product but the API docs do not. I sent them a message about it but based on their docs I do not see it.
 
Is it possible for a non-professional/non-financial-firm to subscribe to the SIPs? Googling about this showed some articles claiming that there is (by intent) a low cost tier for individual investors to themselves subscribe to the SIPs, but I could not find any pathway to actually doing it.
 
OK the word I got back from Intrinio is they offer feeds that include LULD but they are enterprise feeds and start at $3K per month.
 
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