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Yes you can. Anyone willing to write a feed handler for these feeds can. For example, https://www.nasdaqtrader.com/Trader.aspx?id=totalview https://www.nasdaqtr
by resu 13y ago
Yes you can. Anyone willing to write a feed handler for these feeds can. For example, https://www.nasdaqtrader.com/Trader.aspx?id=totalview https://www.nasdaqtrader.com/Trader.aspx?id=totalview and http://www.nyxdata.com/openbook http://www.nyxdata.com/openbook.
As kasey_junk mentioned, availability is on an exchange basis, so I'm not sure if all exchanges provide this service.
I was talking about the sophistication of low latency trading in Canada and that only. In the states, there aren't a ton of exchanges and ETN and dark pools, with different matching engine rules and all that crap. If I am a sophisticated low latency firm, I wouldn't want any exchange added 'extras' to get in the way.
IMHO, I think retail investors are better served and have less chance of being thrown on a roller coaster ride by runaway algos in Canada compared to the U.S., and that's a good thing.
- Kranar 13y agoBoth links you provided are not products that are available over the Internet from NASDAQ. Both TotalView and OpenBook are multicast feeds that are strictly disseminated to a small handful of data centers, the most notable of which is NY4. You need to cross connect from your local network onto NYSE's or NASDAQ's network to receive that data.