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I am looking for the full set of information for the "Book Viewer" on this site. Where do you find more than the top of the book for outstanding orders for a stock?

2 Answers 2

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For starters, that site shows the first 5 levels on each side of the book, which is actually quite a bit of information. When traders say the top of the book, they mean just the first level. So you're already getting 8 extra levels.

If you want all the details, you must subscribe to the exchange's data feeds (this costs thousands of dollars per month) or open an account with a broker who offers that information.

More important than depth, however, is update frequency. The BATS site appears to update every 5 seconds, which is nowhere near frequently enough to see what's truly going on in the book. Depending on your use case, 2 levels on each side of the book updated every millisecond might be far more valuable than 20 levels on each side updated every second.

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It has been 4-some years, and I have to add an answer myself.

BATS (http://markets.cboe.com/us/equities/) is a nice place to view delays partial Level-II data: enter image description here

However, I would highly recommend (for U.S. based customers at least) to signup for free for TDAmeritrade. They have no minimum deposit requirements. Signup is quick and easy. And they give you Free Level-II once you opt-in for that (not sure how to Opt-in? a quick chat with their reps will solve that problem).

Once you get the whole account setup - simply download their Think Or Swim platform, and add Level-II data:

enter image description here

They are highly recommended now, that they are free to trade with: https://www.tdameritrade.com/pricing.page

enter image description here

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    Are you affiliated with this company? This reads like an ad and could be considered spam. Oct 7, 2019 at 14:58
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    I'll upvote if you remove the part about commissions. It makes it read more like spam for TD, and many brokerages are offing "free" trading now.
    – D Stanley
    Oct 7, 2019 at 14:58
  • I am not affiliated with them. I have learned quite a lot for the past 4 years. I have trading accounts with Robinhood, TDAmeritrade (ThinkOrSwim), and TastyWorks. Robinhood was the default go-to for free trading. However, last week, TDAmeritrade, Charles Schwab, and E*Trade all announced that they are offering free-trading - similar to what Robinhood does. I am not affiliated with TOS(TDA) just have been using them - and I know they are offering FREE Level-2 data. No other broker offers that - Even Robinhood offers Level-2 only for Gold users. Oct 7, 2019 at 15:56
  • However unaffiliated you are, I strongly suggest you edit out everything after the second screen-shot, as it smacks too much of an advert (you've already mentioned the account is free, and the question is about access to trading data, not commission rates).
    – TripeHound
    Oct 8, 2019 at 8:07
  • Someone who is asking where to get level 2 data is a person who is new to trading and most probably isn't ready to invest hundreds or thousands in these type of services. Mentioning it's free, and the other features they offer helps people. Oct 19, 2019 at 1:47

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