Can't find Lavaflow depth of book feed anywhere!

Discussion in 'Data Sets and Feeds' started by Marc to Market, Jan 16, 2014.

  1. 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?
  2. 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: 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.


    Existing subscribers will need new logins to access the AFP protocol feed. Please contact to acquire these new credentials.

    The FLOW AFP book feed specification and other related documentation is available at:

    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: or the LavaFlow Sales team at