Hello, Does anyone know of any software provider (other then Realtick) that provides integrated ecn books in their level 2 window? Sort of like price montage for ecns plus market makers. Thanks, shneed
If you have data provided through a brokerage, there is a good chance you will have the complete ISLD book in the montage. If you have data from something like eSignal or QCharts, typically you will only get the top of the book for each ECN. In some cases you will get the ARCA and REDI books included. RediPlus gives you the option of displaying these books, and I believe Hold Brothers' Graybox and CyberTrader do as well.
QCharts can show the ISLD book in a separate window but the ISLD bid/ask quotes are not integrated into the overall L2 (that just shows the top from each ECN).