Cheapest ECN Feed.

Is there even such a thing as a cheap ECN feed? I don't mean an L2 market maker feed, but one where you can actually see your position in the queue.
Edit: To clarify, I'm talking equities here.

 

To my knowledge, there is no L2 where you can see you place on the book for equities.

 

Can't you see it in LightSpeed's 'Gateway Book Engine'?

 

I’m not an expert on data feeds. I know the CME has L3. I did not think each ECN or exchange sold that data. What would that feed be called from CTA or any equity exchange? Do you have a link?

 

I don't have a direct link, but I do have a bunch of documentation for the LightSpeed Gateway product, which has the Order ID in the 'ECN Addition' message, so I assume one can see position in the queue. The specific document is called 'LSG Book Engine.pdf'.

 

Cool. It might be the Nasdaq Itch 5.0 feed. As you know, we have a full IT team for the gateway. Not where my expertise lies.