Extracting data from level 2

Discussion in 'Data Sets and Feeds' started by Wooden Horse, Dec 3, 2008.

  1. I would like to extract the complete order book from SEAQ level 2 prices and export them to Excel.

    Is this possible and if so what is the best way of achieving it? I would rather write the software myself then I would have complete control over it.

    I use M.AM and IG level 2 as sources.