::HELP:: Looking For API that supports LEVEL2 quotes

Discussion in 'Trading Software' started by SuperLimitUser, Aug 23, 2007.

  1. Hi,

    I am looking for API that support the data for depth of the market, ie NYSE OPEN BOOK depth, as well as Nasdaq Market depth.

    So far i have checked with Esingal, SterglingPro and IB. their API only support the first level of each market center.

    Any input is greatly appreciated.