What is the difference between the Interactive Brokers Market Depth box and Level II quotes? In addition, does Level II quotes exist for futures, ETFs and stocks?
what is the difference between level 1 and 2? if you dont know-you dont need it.find definitions on web,then ask youself again.))))))btw-market depth in TWS-total crap. try to compare quotes and sizes with yahoo real time for example.
with IB market deaph you see sizes for 4 bid/ask levels without mention of market maker or ecn. in l2 you see also the mm mentioned with there sizes.