I've been looking for a vendor that offers the Lavaflow ECN order depth book for months now without much luck. I've tried calling Lava directly but they were of no help. I also tried the usual suspects... Thomson Reuters, eSignal, Interactive Data, IB, etc, etc... No dice. Sure, the Bloomberg Terminal has it but you have to subscribe to EVERYTHING to get it and that costs 5-10K+ a month.
Does anyone here have access to the Lavaflow depth if book feed? By depth of book, I'm referring to the ability to see each and every Lavaflow ECN order at the inside bid and ask for any particular stock along with being able to see the top of book size at every price level outside the inside bid/offer. I'm tempted to offer a reward for information leading to a provider that offers this feed with a GUI for a reasonable price (hundred or two a month I'm fine with). Any takers?
Does anyone here have access to the Lavaflow depth if book feed? By depth of book, I'm referring to the ability to see each and every Lavaflow ECN order at the inside bid and ask for any particular stock along with being able to see the top of book size at every price level outside the inside bid/offer. I'm tempted to offer a reward for information leading to a provider that offers this feed with a GUI for a reasonable price (hundred or two a month I'm fine with). Any takers?