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Island exchange on the inside NBBO?

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  • Island exchange on the inside NBBO?

    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.

  • #2
    Related to this, if I could detect when a trade originated on Island, then I could probably derive this information to a degree of accuracy. Can I get the exchange for the trade? I don't think I can nail it down specifically to Island, though, even if I could.

    Ideas please?

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    • #3
      I don't believe either of these can be done with EFS at this point. I believe that EFS access to Level II may be added at some point, but I haven't seen any mention of it for the next few versions of eSignal.
      Regards,
      Jay F.
      Product Manager
      _____________________________________
      Have a suggestion to improve our products?
      Click Support --> Request a Feature in eSignal 11

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