Hello, I understand that it is helpful in some situations to have all the specific information of a NASDAQ Level II quote, i.e. the whole breakdown of the size of the Bid and Ask and where they come from. However, often it would be more helpful for me to have a summary of the Level II quote, such as: BID: 46000 = 37% ASK: 78300 = 63% so that I could keep track of that breakdown for a number of stocks at once. Also, in a similar way, rather than a straight T&S of every trade, it would be helpful to just have a running count of the number of trades that were greater in size than 1000 shares. Does anyone already provide this information? Or am I unusual for wanting that kind of summary rather than the full raw data ? Thanks!
If you don't know of anyone who provides this sort of summary information, that would be worth knowing too.