Hello Guys I need your help considering Market data subscription. When I Contacted My broker on which market data which can give me all data from all exchanges, he suggests NASDAQ TotalView. When I did my research I found that NASDAQ TotalView its only the order book of Nasdaq market place for all Us equities traded on Nasdaq. (it will just show you orders going through NASDAQ) So after that, I realized if I want all data from all participants I need to have: Top of the book: - Consolidated Data tape A(NYSE) level1: Shows NBBO and BBO from all market place that trades NYSE LISTED equities -Consolidated Data tape B(Amex) level1: Shows NBBO and BBO from all market place that trades Amex and regional exchanges LISTED equities - UTP data tape C(NASDAQ) level1: Shows NBBO and BBO from all market place that trades Nasdaq LISTED equities Depth of the Book (full order book) - Nasdaq TotalView - NYSE OPEN BOOK - Arca Book Etc (From each exchange) Please I want to know if that true or not Thank you
Ask your data provider for bundled data+ open book of NYSE. bundled data will cost you way less then individual data for each market. Also EDGX and EDGA open books coast a lot so decide if you want them. But if you are trading from a non pro individual account this all data should not cost you more than 50 bucks. Lightspeed provide this data including all books non pro for 50 bucks. or less.
Des data provider comme eSignal, rythmic, cqg permettent d'avoir accès à tous ces marchés à partir d'un seul abonnement.
instead of subscribing individual exchange, ask your broker for bundled data which will be less costly. After bundled data the only thing you need is NYSE open book. that's it.
There are several data providers that would give you what you are looking for. A simple Google search should do.