Time and Sales

Discussion in 'Trading' started by Amatrue, Oct 7, 2020.

  1. Amatrue

    Amatrue

    I have paid for level 2 data fees on IB and was wondering if that enables me to see all T&S data occurring in the market.
     
    #1     Oct 7, 2020
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  2. tommcginnis

    tommcginnis

    (With regrets to your brain cells,...) "Yes."
     
    #2     Oct 7, 2020
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  3. qlai

    qlai

    You don’t need to pay for level2 for this. You will see all the trades by subscribing to level1 (tapes a, b, c) You only need level2 to see all the orders in the books.
     
    #3     Oct 7, 2020
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  4. FSU

    FSU

    Does IB show "extra" data in option time and sales? This being a tag with the exact type of trade, eg, MLET (Multiple Leg Electronic Trade).
     
    #4     Oct 8, 2020
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