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Level 2 analysis using EFS JavaScript?

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  • Level 2 analysis using EFS JavaScript?

    Is there any way at all to analyze Level 2 data?

    For example, to determine Island bid/ask price/volume by tier level against the NBBO, and represent that information graphically, like as a histogram or something like that?

    I know EFS is used only with Advanced Charting, but is there *any* way to access Level 2 items -- any way at all? For example, could I do it using C++ ??

    Thanks

  • #2
    Bfry,

    None that I know of at this time. I believe there is a request to add Level II data access to our Desktop API, but there's no ETA available for that. Please keep an eye on that forum for announcements pertaining to that.
    Regards,
    Jay F.
    Product Manager
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