imars.com - Stéphane Lavergne's web site
Go to site navigation

Getting Nasdaq TotalView

Given that I am currently trading CFDs I don't have volume information, much less any sense of market depth. As I got lured into fast-paced day trading again, I began to feel the need for excellent market depth and time & sales data. (Ahh, memories of 2003 come flooding back, with $80,000 traded litterally in seconds at the flick of a button on my USB joystick. Someday I might do it again...)

I have since decided to go for longer timeframes (visible in 15-minute bar charts) so I have not subscribed, but I found a supplier right here in Canada, AlphaTrade which could supply the data and a decent Java client for $49/month. I'd still have to rely on my CFD broker for charting though. (Might as well, it's much more responsive than Java charting applications, none of which even come close to competing with TradeStation or even eSignal anyway.)

Below are my raw notes on the matter from April 11, 2008.


IMPORTANT: Posted positions for Exchange quotes (NASD, NASD ADF/INCA, AMEX, CINC or PAC) appear on the Level 2 display but because they are not official NASDAQ market participants, they are not included in Total Depth data.

Interactive Brokers

Questrade

AlphaTrade E-Gate

eSignal

TradeStation

Post a comment:

(not displayed, optional)

(optional)

Don't write in these two boxes:

(URLs will become hyperlinks, please omit "http://".)

Site navigation