footprint on stocks

Discussion in 'Data Sets and Feeds' started by sea_cat, Feb 18, 2016.

  1. sea_cat

    sea_cat

    I know footprint works with futures ( ES, 6E, CL ) ie all those on CME, COMEX etc
    but what about stocks on NASDAQ, NYSE, and AMEX. Does footprint work for individual stocks?

    I know of the three exchanges I mentioned above, NASDAQ, NYSE and AMEX that one or two of them don't really have the ability to subscribe to level 2 order book. I think it is AMEX but I can't find the info.

    Should nasdaq have a level 2 subscription. Can footprint charts be built for stocks and if not - why not?

    Doesn't programs like market delta, sierra chart numbers allow for the footprint on stocks? ''.