Looking to get streaming level 2 quotes, possibly the order book? Anyone have any luck with this? I'm using Tradier right now which I like but their stream quotes is basically just when a bid or ask gets changed so the underlying quote. I would love to know how to get the whole order book, or at least similar to how platforms show their level 2.
Level 2 streaming APIs
- Thread starter claud9
- Start date
Have you checked whether Interactive Brokers has this for you?
That's when I stopped reading...
lol thanks for response, does it make you better than everyone that you have different opinions? so stupid
R|Api is the best choice. Simple, stable, fast. At the end of february 2018, thay promised MBO (level3) data will be available. IQFeed also is very good, but a little more expensive, and one also has to be familiar with winsock.
If you need institutional quality data, QuantHouse, dxFeed..
If you need institutional quality data, QuantHouse, dxFeed..
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Anyone who can afford those feeds wouldn't be asking about them on ET...
Thank you so much, looking into all of those today.
GainFutures CQG... A lot of options. And yes QH is not have institutional quality data.