Level 2 streaming APIs

Discussion in 'Programming' started by claud9, Dec 20, 2017.

  1. claud9

    claud9

    Looking to get streaming level 2 quotes, possibly the order book? Anyone have any luck with this? I'm using Tradier right now which I like but their stream quotes is basically just when a bid or ask gets changed so the underlying quote. I would love to know how to get the whole order book, or at least similar to how platforms show their level 2.
     
  2. Have you checked whether Interactive Brokers has this for you?
     
  3. claud9

    claud9

    I don't have an account with them but checking out their documentation now.
     
  4. truetype

    truetype

    That's when I stopped reading...
     
  5. claud9

    claud9

    lol thanks for response, does it make you better than everyone that you have different opinions? so stupid
     
  6. norvik

    norvik

    R|Api is the best choice. Simple, stable, fast. At the end of february 2018, thay promised MBO (level3) data will be available. IQFeed also is very good, but a little more expensive, and one also has to be familiar with winsock.
    If you need institutional quality data, QuantHouse, dxFeed..
     
    Last edited: Dec 22, 2017
    claud9 likes this.
  7. truetype

    truetype

    Anyone who can afford those feeds wouldn't be asking about them on ET...
     
  8. claud9

    claud9

    Thank you so much, looking into all of those today.
     
  9. InvBox

    InvBox

    GainFutures CQG... A lot of options. And yes QH is not have institutional quality data.
     
  10. Occam

    Occam

    NxCore has full-feed Level 2 for US equities and full book for some other products.
     
    #10     Dec 30, 2017
    claud9 likes this.