I've been looking for a vendor that offers the Lavaflow ECN order depth book for months now without much luck. I've tried calling Lava directly but they were of no help. I also tried the usual suspects... Thomson Reuters, eSignal, Interactive Data, IB, etc, etc... No dice. Sure, the Bloomberg Terminal has it but you have to subscribe to EVERYTHING to get it and that costs 5-10K+ a month. Does anyone here have access to the Lavaflow depth if book feed? By depth of book, I'm referring to the ability to see each and every Lavaflow ECN order at the inside bid and ask for any particular stock along with being able to see the top of book size at every price level outside the inside bid/offer. I'm tempted to offer a reward for information leading to a provider that offers this feed with a GUI for a reasonable price (hundred or two a month I'm fine with). Any takers?
I found some references to their BookFeed... they seem to be available through the NYXData superfeed As well as through Lime As for their direct feed, here's the spec: https://www.lavatrading.com/news/pdf/LavaFlow_BookFeed_AFP_UserGuide v1.2.1.pdf Also found this communication from a while back (when they retired their ColorBook feed) that may contain some useful contact info: May 9, 2012 Dear LavaFlow Book Feed Subscribers, The LavaFlow® ECN (FLOW) currently disseminates the Book Feed through its original proprietary protocol and the newly released AFP protocol. Please be advised that the original proprietary protocol book feed will be retired on July 23, 2012 and replaced by the AFP protocol feed. Connectivity Existing subscribers will need new logins to access the AFP protocol feed. Please contact SellSidePM@LavaTrading.com to acquire these new credentials. The FLOW AFP book feed specification and other related documentation is available at: https://www.lavatrading.com/solutions/connectivity.php Additional Information Any questions regarding the above information may be directed to the LavaFlow Transaction Desk at 1-877-750-FLOW (3569) or by email: FLOW@LavaTrading.com or the LavaFlow Sales team at LavaFlow_Sales@LavaTrading.com.