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cheer

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cheer

Re: kp2005 post# 460

Sunday, 07/10/2005 6:10:03 PM

Sunday, July 10, 2005 6:10:03 PM

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kp2005- Where do you get your level 2 info? The level 2 service I use only reports bid/ask sizes up to 50,000 shares, and reports only a single bid or ask order from each exchange that is closest to last sale. I've put 1M shares on ask just .002 above last sale that doesn't even get listed on my level 2 service if the exchangee I use (NITE) has an ask price listed that is .001 above last sale.




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