Is there any way to get Level II data?

[danharp]

I was just looking at the Time and Sales functions. When I pull up a time and sales list in an advanced chart, I can see the bid/ask data for a few of the regional exchanges. I am assuming that the RequestTimeSales() method will return the same data.

One of my applications builds a book for a security. This data would enable me to do that. Is there any way to get the bid/ask data for the market makers, in addition to the regional exchanges?

Dan

[JayF]

I'm not aware of any way to access Level II (aka Market Depth) data through our ActiveX component. I will pass this along as a suggestion.