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Wednesday, December 23, 2009 2:29:16 PM
What you're wishing for is easily available -- it's just a "time, sales and quotes" screen like many quote providers have. I use AlphaTrade because it allows me to get Pink Sheets Level II for dually listed OTCBB stocks (see my prior post for a description of this problem), but almost all quote providers have a TSQ function. I used to use Quotestream, which has a composite TSQ screen but doesn't have Pink Sheets Level II for OTCBB stocks.
Even freerealtime.com has time and sales and quotes integrated into one screen. All you need to do is keep in mind that the bid and ask usually update immediately when a trade is made, but the trades themselves can be reported several seconds to several minutes late.
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