NYSE Level II

for some strange reason I'm having a hard time finding a good third party data/software vendor that allows me to see market depth (ie, ECN's, NYSE, regionals) for listed stocks. Any suggestions?

 

Can anyone tell me what is nasd when trading the nyse. also, is it possible to get the limitbook/market depth for it like the nyse's openbook.

thanks in advance

 

NASD is the best available 3rd Market quote(Listed trades done OTC)

 

IB has openbook. I have heard that LYNX which has hammer has a much better openbook.

 

NYSE Trader,

eSignal is in final internal testing stage of the NYSE Open Book and regional quotes. For NYSE listed stocks we have Arca and Island books. An example of all four of these displays can be found here.

If I can answer any further questions, please let me know.

Regards,
Jay F.
eSignal Community Support

 

jay, i am surprised u guys cant integrate the ecn's book for the nyse.

btw, is the possible to see the depth for the third market??

thanks

 

Is the third market also comprised of mwse and cse ?? thx

 

...jay, i am surprised u guys cant integrate the ecn's book for the nyse...


This is one of a few reasons I am still with Realtick. By the way, does e-Signal have integrated time and sales window that can be filtered to show which exchange executed the last trade?

shneed

 

I have esignal and I'm encouraged to see what you are moving towards re NYSE openbook. However, can I make a couple suggestions? First, please kill all regional exchange quotes! The main two reasons are that they completely skew tapereading and nobody trades the regional exchanges anyway. I'm a listed trader and the only bid/bsize/ask/asize/last/lastsize I want to see is from the specialist because he makes the market...when I'm looking at esignal, the tape is completely unuseable because the regional quotes cross over the real bid/ask price and size, as well as hide the specialist's gaps and other indications. Myself and other listed traders have talked to esignal tech support about this many times...we are told to use =N, such as IBM=N to get NYSE quotes only. This works fine for historical charts, but gives a 'no-data' error for real-time quotes.

I really like esignal for a lot of reasons, but I'm looking at leaving due to my need for seeing only NYSE (& ECN's in Level II).

Ideally, the Level II (marketdepth) should have combined NYSE and ECN's only...not separate windows for each. Again, since we can only trade with NYSE or the ECN's, there is no point to the regionals being in marketdepth.

Thanks.

NYSE

 

sonic has some good features with their terminator software you get access to all ecn's in their open book.