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Message: Re: Level 2 Quotes this morning
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Jun 16, 2022 01:11PM

FYI for everyone, this is Totally Off-topic

You clearly have some insights into markets.  My first question would be:

was your limit order "all or nothing", i.e. it instantaneously filled once someone had an order of 2,500 to add to the already posted 7,500.  

second, maybe your Level 2 doesn't include bid/ask from some of the more obscure secondary markets like cx2 etc.  Is the Level II source you are getting inclusive of all the markets listed on the quotemedia site?   

There are also what is known as Iceberg orders.  I think I heard you need level 3 to see those, or am I mistaken?

  


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