Market Depth availability?

[nedibe]

When will market depth be available?

Thanks,
Nick.

[GenSpoo]

Hi Nick,

Here is a response from an eSignal developer regarding depth...

[Market] Depth is the most difficult piece to deal with because of the complexity of the feed. Add to that the fact that Nasdaq is making some serious changes to the feed in the next few months, and I'd say it's unlikely that we'll have it in ActiveX this year...

Cheers... George

[Wilzo]

NYSE Depth - Open Book

Thanks for the info GenSpoo. The eSignal developer addressed the issue of NASDAQ depth which is in the process of major change. Any word on API access to the NYSE open book? I think the open book would be much easier to address in that it is a "snapshot" service that only updates itself every 10 seconds from the exchange and is not undergoing any data feed changes that I know of.

On a related note, are the NYSE Liquidity quotes accessible through the API?

Thanks to all.