R rinozeta May 6, 2004 #1 Is possible that IB don't have ecn books into LEVEL 2 ??? Tradestation 8 have it but IB TWS no Thanks
Is possible that IB don't have ecn books into LEVEL 2 ??? Tradestation 8 have it but IB TWS no Thanks
stock777 May 11, 2004 #3 Yeah, and Tradestation has the cujones to charge 20 bucks extra for the books Probably cost them 2 cents per account to supply.
Yeah, and Tradestation has the cujones to charge 20 bucks extra for the books Probably cost them 2 cents per account to supply.
I IBsoft Interactive Brokers May 19, 2004 #4 Quote from IBsoft: we will be rolling it out soon More... All the users that are on the new market-data distribution system now see 5 levels ISLD and 5 levels of ARCA in the Level2. In a day or so we will also show 5 levels of BRUT (at the moment we show only 1). Within one week, all the IB users will be able to see the ECNs in the Level2.
Quote from IBsoft: we will be rolling it out soon More... All the users that are on the new market-data distribution system now see 5 levels ISLD and 5 levels of ARCA in the Level2. In a day or so we will also show 5 levels of BRUT (at the moment we show only 1). Within one week, all the IB users will be able to see the ECNs in the Level2.
M mskl Jun 3, 2004 #5 does anybody actually use IB's Level 2 data? I just subscribed and noticed that it appears to be about five seconds behind.
does anybody actually use IB's Level 2 data? I just subscribed and noticed that it appears to be about five seconds behind.
M mskl Jun 3, 2004 #6 To clarify: Level II data is definitely 3-5 seconds behind for each ECN (not sure about NAS). However, if you use IB's market depth (this gives you the top level of the ECN's) , the market is right up to date.
To clarify: Level II data is definitely 3-5 seconds behind for each ECN (not sure about NAS). However, if you use IB's market depth (this gives you the top level of the ECN's) , the market is right up to date.