I need some ideas here. I need to determine when Island is on the inside NBBO for an equity such as INTC, and also optionally gain access to inside tier bid price and volume.
I'll give up detecting the volume if I can simply detect when Island is on the inside NBBO bid/ask on any given tick or bar.
Does anyone have any idea how I could do that in EFS, and would I have to subscribe to Level II data service in order to do that? What are my options in somehow accomplishing this?
I believe someone mentioned that access to Level II data was coming RSN to EFS in eSignal ???
I can try and get RealTick to tell me this, but that's also going to be like pulling teeth !! All my analysis is in eSignal.
TIA.
I'll give up detecting the volume if I can simply detect when Island is on the inside NBBO bid/ask on any given tick or bar.
Does anyone have any idea how I could do that in EFS, and would I have to subscribe to Level II data service in order to do that? What are my options in somehow accomplishing this?
I believe someone mentioned that access to Level II data was coming RSN to EFS in eSignal ???
I can try and get RealTick to tell me this, but that's also going to be like pulling teeth !! All my analysis is in eSignal.
TIA.
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