Any way to get at Level 2 data from EasyLanguage?

Discussion in 'Data Sets and Feeds' started by lolatency, Jun 17, 2009.

  1. ... Never tried before, too much documentation to sift through, Google giving me weird answers.

    Anyone know? I'd like something like:

    For each tick, I would like to see what was quoted on each ECN. If they don't have a function to access it, is there any way I can write code to access it and write it to disk?

    I used to have access to this stuff, but now I don't. :-( I'm trying to approximate things with retail tools.