hmmm... can you get that with IB or other provider? I haven't seen that offering before... where can i get something like that?
By default, the level I that you'll see is the NBBO. As for level II, I don't know. Entities that want to offer level II on options need to get all individual feed for each exchange and do the consolidation themselves. Level I NBBO is offered by OPRA in one single feed. Not level II.
after testing and figuring things out, this is not what I need. It's not like I grabbed the 1 lot bid and then got filled at other prices. I got filled in between the bid and ask, so there's no data out there on what was available at that price. My guess is that my fills either filled a spread, or the MMs decided that they would take it at X+.5 even tho the bid was at X. i.e., what they publish what they will take it for, vs what they are actually willing to take it for.
i don't remember which exchange... essentially filled it BTC at the bid plus 10 cents (initial spread was 40 cents). I was just trying to figure out why sometimes some mid-price (somewhere between bid and ask) get filled instantly whereas others are slow to fill...