Bid-Ask Spread, Market Depth, Level 2 Data
Conor MacNeil
Merged in a post:
Bid-Ask Spread
I
International Pigeon
is there something like a Bid-Ask Spread field available?
Conor MacNeil
We don't currently provide this data. I'll migrate this to feature requests so you can be notified if and when we do.
Conor MacNeil
Merged in a post:
Filtering for bid/ask spread in screens
X
Xenia silver Mammal
Is there a way of filtering for bid/ask spread in My Screens? For example, if I wanted to exclude all stocks with a spread greater than x bps from the result.
Conor MacNeil
Hi there, we don't have bid/ask data. I will migrate this to feature requests.
Conor MacNeil
Merged in a post:
level II activity
F
Frozen Pheasant
Would like to see Level II activity
F
Frozen Pheasant
Level II or market depth for quotes. To view trades on all exchanges and bid/ask for quotes. See attached. There are different formats but similar data. Thanks.
Conor MacNeil
Frozen Pheasant: Gotcha, thanks for clarifying. Going to merge with with a similar aggregated request so you can stay informed on progress there.
Conor MacNeil
Hi Ken, Level II activity for what? Could you please provide more context.
Conor MacNeil
Merged in a post:
Trade detail
F
Frozen Pheasant
Would like to see trading detail including market depth for stock intraday
Conor MacNeil
Merged in a post:
How many others would like to see quotes with bid and ask and market depth?
F
Frozen Pheasant
Conor MacNeil
Merged in a post:
Market Depth Level 2 data
E
Extensive Condor
We would be happy if you can include in the subscription Market Depth Level 2 data :)
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