Serving the Quantitative Finance Community

 
User avatar
volatilityMan
Topic Author
Posts: 70
Joined: January 16th, 2015, 6:06 pm

Access to Level II Data on Scandinavian Stocks

April 5th, 2020, 7:10 pm

Hi guys

As the subject states -- I would like to get access to Level II Data.

My interest is very simple: I want to get real time data. That is -- 

- BOTH the bid and offer price 
- Trade price
- Timestamp for every trade
- Volume (size) of every trade

One can easily get access to real time data but none of these give me the spread. And the spread is what I'm looking for together with the traded volume. 

To be honest, I find Bloombergs ~2500$ per month to be very pricey for someone like me and I don't need no fancy charts and other gadgets. Just simple plain real time data on Scandinavian stocks. 

Anyone who can help out on this one?

See attached file for illustration of the desired.
Attachments
Data2.png