Friday, November 14, 2003 1:22:23 PM
HailMary -
They have what is called level 2 which shows the best bids and asks on each of the exchanges. This is not the same as level 2 equities, which is perhaps what Schwab is saying. You cannot see every bid and ask out there. Just the best from each exchange.
I already have this and it's free. I get the bid and ask size for each option exchange. Here's an example:
QQQ Jan'04 $30 Calls
Bid Bid Size Ask Ask Size
QQQAI.PO 1.70 2000 1.85 2000
QQQAI.CO 1.75 2000 1.85 2000
QQQAI.AO 1.70 2000 1.80 2000
QQQAI.XO 1.70 1000 1.80 1000
QQQAI.ON 1.75 16159 1.80 21154
They have what is called level 2 which shows the best bids and asks on each of the exchanges. This is not the same as level 2 equities, which is perhaps what Schwab is saying. You cannot see every bid and ask out there. Just the best from each exchange.
I already have this and it's free. I get the bid and ask size for each option exchange. Here's an example:
QQQ Jan'04 $30 Calls
Bid Bid Size Ask Ask Size
QQQAI.PO 1.70 2000 1.85 2000
QQQAI.CO 1.75 2000 1.85 2000
QQQAI.AO 1.70 2000 1.80 2000
QQQAI.XO 1.70 1000 1.80 1000
QQQAI.ON 1.75 16159 1.80 21154
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