Does anyone know if anyone has made or tried to make a program that would be a graphical representation of the Level 2 market. What I mean is that instead of having the two columns with the bid and the ask, their depth, and what market the orders are on: to have a dynamic graphical representation of the whole thing that would include the tape and level 2 quotes all in one.
Yes there are several ways to accomplish what you are trying to do...It's not difficult either but for the sake of keeping things to yourself PM me. I'll give you all the info you'll ever need...I've also got a programmer that can do something more powerful if that's more favorable depending on what you're trying to do...Also know that what you're asking for requires a good bit of computer memory and cpu speed in order for it to work properley...
Have a look at the following link : http://www.inetats.com (click on a stock, like QQQQ for example, only available when the market is live) 3stockcharts.com used to do something interesting, but it seems it has now disappeared.
Hmmm... I thought they might have been looking for something vastly more complicated than something like that... I see where there coming from though...
3d stockcharts.com was quite advanced actually you know. Nyse is providing something similar under http://marketrac.nyse.com/
Nice...Nice... I hope you weren't taking what I was saying personally or anything... It's just I'm more into the topography stuff... ME=Stupid so I think everybody would be... Certainly wasn't saying you weren't offering good advice!
I don't think he was looking for topography stuff, as he was talking about 'level 2'. Topographic view of the market has been quite well studied by Mantegna using minimum spanning trees. Just google for the references of the articles.
Thank you for the point of reference... I'm going to make sure I look at it...It will give me something else to do while my systems are training this morning... To elaborate further of what I was thinking... I thought he was trying to form a vectorized view of some equations he was putting together... Like I said Me=Stupid so I just thought he was trying to do something I'd do... Thanks again for the reference though...