Level 2 (L2) market data refers to market data that includes all trades and updates to aggregated book depth for a fixed number of price levels.

Databento provides cloud-based solutions for intraday and real-time tick data. Simple, fast access in Python, C++, and Rust.

5 дек. 2022 г. · I am looking for historical level 2 stock data. Ideally I would like to pay for individual stocks and timeframes.

Source live market-data from exchanges via Databento, build dashboards in Grafana, and derive analytics to better understand the markets.

23 сент. 2024 г. · Build a web-based application to visualize market depth from L2 market data. Recommended tools and frameworks, code sample, and live demo.

2 июл. 2024 г. · I am trying to get Databento historic NASDAQ order flow and trade volume (which they say is based on Nasdaq TotalView ITCH) to match an IB live data ...

Here's a summary of how Netris helped Databento to build and operate its own multi-region private cloud infrastructure network.

A simpler, faster way to get market data.

Level-2 estimates queue positions using a model, whereas Level-3 determines queue positions directly from the order data. [6]:. from hftbacktest.data import ...

20 дек. 2023 г. · This is a simple example that demonstrates how to build high-frequency trading signals in Python, using order book and market depth data from Databento