Is possible that IB don't have ecn books into LEVEL 2 ??? Tradestation 8 have it but IB TWS no Thanks
Yeah, and Tradestation has the cujones to charge 20 bucks extra for the books Probably cost them 2 cents per account to supply.
All the users that are on the new market-data distribution system now see 5 levels ISLD and 5 levels of ARCA in the Level2. In a day or so we will also show 5 levels of BRUT (at the moment we show only 1). Within one week, all the IB users will be able to see the ECNs in the Level2.
does anybody actually use IB's Level 2 data? I just subscribed and noticed that it appears to be about five seconds behind.
To clarify: Level II data is definitely 3-5 seconds behind for each ECN (not sure about NAS). However, if you use IB's market depth (this gives you the top level of the ECN's) , the market is right up to date.