SPI Level II data

[suprsnipes]

Is it possible to get level II data for the Spi?

 

[Trembling Hand]

Of course.

 

[suprsnipes]

Thanks for answering my question...I have another....where from TH??

 

[Trembling Hand]

The cheapest way is by having a Futures account with IB or MF Global etc.

Or you can pay a heap and get it from a data supplier like Bourse data etc.

 

[suprsnipes]

Does IB's data meet a high standard?

Apparently the data they supply is 'scaled down'...Is this correct...

 

[Trembling Hand]

Depends. Some will say its no good as you miss the odd tick. Personally I see nothing wrong with it. What you see in the order book is there, thats all I care about.