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