Minimum subscriptions to get full order book on U.S. listed stocks

Discussion in 'Data Sets and Feeds' started by dbooksta, May 3, 2021.

  1. dbooksta


    What is the minimum set of depth-of-book subscriptions needed to see the full national realtime order book on U.S. listed stocks?

    (I'm shopping on Interactive Brokers and neither their documentation nor their reps can answer this.)

    Also: are there any independent services that offer consolidated realtime order book data and display?
    Last edited: May 3, 2021
  2. AR15


    Your broker should have a basic data package that has NASDAQ and NYSE level 1 and 2 data this is the minimum

    If you focus on level 2, then you need ARCABook and NASDAQ TotalView, as well

    Total for me is like $50 a month at each broker I have

    Also bro, its right on IB site lol
    jackiefrench likes this.
  3. dbooksta


    I can't make sense of that IB page. There's three NASDAQ TotalView offerings; NYSE has both "ArcaBook" and "OpenBook", etc.

    Which brokers have you found that provide the full set of exchanges on their level 2 feed? (I've looked at Fidelity ATP and it offers bits and pieces, but not the full depth of book. Schwab SSE only offers NASDAQ TotalView in addition to Arca summary depth.)
    Last edited: May 4, 2021