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Level 2 Data

Good Evening,

I've seen a few posts from 2015 and 2016 requesting access to real-time Level 2 data for use in algorithms. Now that we're near the end of 2017, any update on this?

Having used NASDAQ BookViewer previously, something as simple as a datafeed from my personal BookViewer subscription would be sufficient in my opinion, as long as the algorithm could input the ticker to research, "read" the orders being displayed in real-time, and process decisions based on how I code it to react.

1 response

@Dan, @Delaney,
Great idea. Can Quantopian get these data for algos trading intra-day?