BRUT Detailed Orderbook? Please Help!

Thanks for your reply,

Unfortunately, I can't use the ARCA book because most of my trading is done with BRUT. (On certain stocks BRUT fills faster!)

Also, the arca book does not display the queue of orders at each price level.

What I am look for is something more like this for the bid side:

Time Shares Price
13:12:23 1200 2.90
13:12:23 10000 2.90
13:12:24 500 2.90
13:12:25 7000 2.90
13:00:01 5000 2.89
13:00:05 1000 2.89

Thanks,

slevytam
 
there is no brute book..mytrack.com doesnt show brute orders anymore..and out of interest..what stocks fill better on brute? nasdaq ones i assume?
 
Thanks for your reply,

Yes, unfortunately, mytrack isn't showing BRUT anymore... I have attempted to contact them in regards to this but they haven't gotten back to me.

Is there nothing else????

I find that BRUT gives bigger fills behind a large level, such as on LU. ARCA seems to fill more often but gives smaller fills...

Thanks,

slevytam
 
slevytam,

Nasdaq purchased BRUT some time ago. They have now merged the BRUT feed into the Level 2 feed. You can see top of book with the Level2 display but must get Nasdaq TotalView to see the BRUT full book.

We have it on eSignal.

Chuck
http://www.esignal.com
 
Quote from slevytam:

Hi,

Last week the site I used to view the BRUT Orderbook went down. Can anyone please suggest a site or software that displays a detailed BRUT Orderbook. (ie you can see the queue of bids and/or offers at each price level, something like the island orderbook http://www.inetats.com/prodserv/bookviewer/javaversion.asp).

If anyone can offer some assistance I would really appreciate it,

Thank you,

slevytam
More...


slevytam .......... Maybe(?) you could get more of a response
by placing you question in, say, one of the Interactive Brokers
forums. Under the Trader p/l thread there is a person trading
lots of Lu. Somewhere in there he mentions a book that i hadnt
heard of before??

........ i dont wk for IB, but i trade thru them........

......... rj
 
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