Anyone know any sources (free preferably?) that have live trade book data? I know there used to be one for NYSE/NASDAQ/AMEX stocks but it recently became fee based. http://www.archipelago.com/marketdata/book_info.asp I’m looking for something similar, preferably that includes Canadian stocks as well. What I’m interested in, is live data on the lot size at each bid/ask quote
Those are premium services in Canada, so you’re definitely paying.
Would the traditional brokers (i.e. brokerage arms of Canadian banks) provide this kind of service? Or there’s some third party source for this.
kblade, the brokerage arms absolutely provide level 2 quotes for TSX, TSX Venture, NYSE, and NASDAQ but at a monthly fee. You can also get these services from Globe Investor Gold (globeandmail website) and Stockhouse.