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
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
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