Level 2 Data
This level of service provides at minimum the best bid and asks position for each market participant registered in a given security. Additionally, the full order book depth for market participants may be available for the premium level of this service.
InfoDyne offers feed servers for all the major Level 2 type feed products from market centers like ARCA, ITCH, OpenBook, DirectEgde, BATS, and others.
Additionally, InfoDyne offers high performance consolidated order book servers, which are capable of merging order books from multiple market centers into a single consolidated view. Please see
Consolidated Order Books for more details.
To support this type of data, InfoDyne’s Level 2 servers provide advanced data models, in the form of Grids (multi-column table-like data objects), to represent full depth of book information. Additionally, to accommodate users of older market data systems, the top-n price levels for a given book can also be published in traditional record-based data models support by these older systems.
Please see Supported Feeds (Full Listing) for complete details of all supported Level 2 feeds (direct and consolidated).