which data vendor provides level 2 via api connection?

[trend2009]

see title.

 

[Robert Morse]

As of today, we do on Eze EMS (formerly RealTick) with xAPI.

 

[qlai]

IB does but it is kind of a snapshot.

 

[trend2009]

IB does but it is kind of a snapshot.

ib data is useless for automatic bot.

 

[trend2009]

As of today, we do on Eze EMS (formerly RealTick) with xAPI.

for level 2 that huge data, i need colocation with the vendor, right?

 

[Robert Morse]

On Realtick you can stream either 50 L2 or 2000 L1 advices with the data package that comes with the Pro-version. This is not hosted. It is a desktop application.

for level 2 that huge data, i need colocation with the vendor, right?

 

[ZBZB]

www.polygon.io
www.nanex.net

 

[trend2009]

www.polygon.io
www.nanex.net

polygon does not have level 2.

 

[qlai]

You realize a “usable” level2 will cost you lots of money in exchange fees?

https://www.lime.co/

 

[algoseek]

You can algoseek. They provide level 2 data.