SI
SI
discoversearch

We've detected that you're using an ad content blocking browser plug-in or feature. Ads provide a critical source of revenue to the continued operation of Silicon Investor.  We ask that you disable ad blocking while on Silicon Investor in the best interests of our community.  If you are not using an ad blocker but are still receiving this message, make sure your browser's tracking protection is set to the 'standard' level.
Non-Tech : Interactive Brokers / Timberhill
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  
To: Shane M who wrote (9007)4/14/2015 3:05:49 PM
From: brokenst0nes  Read Replies (1) of 9012
 
Level 1 is just the top line data, ie bid and ask prices. Level 2 shows the whole book broken down by price and shows the market maker and quantity at each price point, so a lot more data.

Unfortunately the whole data provider market is fragmented, so multiple exchanges provide prices for the same symbol, depending on what has been entered into their book by their customers, yes they do differ. If you aren't interested in 100% accurate 100% of the time prices then probably the value pack should be good enough most of the time, or consider just certain level 1 quotes depending on what you normal invest/trade.
Report TOU ViolationShare This Post
 Public ReplyPrvt ReplyMark as Last ReadFilePrevious 10Next 10PreviousNext  

HomeMailHotSubjectMarksPeopleMarksKeepersSettings
Terms Of UseContact UsCopyright/IP PolicyPrivacy PolicyAbout UsFAQAdvertise on SI
© 2025 Knight Sac Media.  Data provided by Twelve Data, Alpha Vantage, and CityFALCON News