ARCA Order Depth

M

Marc to Market

Does anyone know of any software that breaks down Archipelago's order depth in greater detail? For example, there are 200,000 share being bid on @ $2.50 for symbol ABC; however, those shares represent 8 different orders. The current ARCA book just shows one listing for the 200,000 shares instead of each of the individual 8 orders totalling that 200,000 shares.

Up until just a few months ago, Datek/Ameritrade's "Streamer" Product had an ARCA feed which actually broke down the order depth and did exactly what I wanted. They got rid of their line to ARCA, though. :(

Any info would be greatly apreciated.

Thanks,

Marc
 
You need a trading platform that can display ARCABook orders in a non-aggregated fashion (i.e. one that doesn't bunch together ARCABook orders at the same price). Realtick, REDI+, Lava, and Instaquote may (I'm not certain) offer this functionality. Most front-ends dont do this because it's sometimes easier to see multiple levels if orders are aggregated.
 
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