Siphoning off L2 Time&Sales?

Discussion in 'Trading Software' started by DocHolliday, Mar 17, 2001.

  1. So one of my huge annoyances with CyberTrader
    (see my big bash of inept CyberCorp in "Brokers")
    is that the trading app doesn't play well with others.

    What I'd really like is a Level 2 quote source where
    I can link it to (and filter with) a spreadsheet of my own.

    This is particularly of interest with regard to the
    Time&Sales feed. There is a lot of data in a T&S which
    I consider valuable, but on a fast tape in a quick
    market, interesting things like block trades away from
    the inside can scroll past and be gone in an eyeblink.

    Not acceptable. I would like to have a tool where I
    can route the tape to a spreadsheet and log interesting
    patterns, chart them on my own, et cetera.

    Can anyone suggest a pointer here?