Web Hosted Financial Solutions
Level 2 Data
We can supply tabbed screens of UK level 2 stock data for your clients use. Fields displayed include:
- Epic Code (6 tabs so a user can have 6 level 2's open at once)
- Company Name
- Mid Price
- Mid Change
- Mid % Change
- Normal market Size (EMS)
- Bid /Offer Spread %
- Last close
- Last Open
- Trade High
- Trade Low
- Auction Uncrossing Price
- Daily trade VWAP/Auction VWAP
- Total Volume Traded
- Volume of shares traded via SETS
- Trades - last 25 trades displayed with time, price, volume and trade type
- Yellow Strip - best bid and offer with volume and number of orders at best. Changes colour at Auction
- Thermograph - provides a graphical indication of the depth of the market and bands various order book prices by volume.
- Order Book Filter - Allows a user to set show only orders within a chosen % of the yellow strip i.e. 1% away etc
- Buy and Sell Order Columns. Full depth order books with price, volume and time stamps
- SEAQ - Market Makers buy and sell columns - with price , short form MM code, quantity, time of last quote change and quote direction arrow
- SETSMM - Full depth order books with price, volume and time stamps. Also displays Market Maker were appropriate.
