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What's the difference between Level I vs Level II market data?
Basic market data is known as Level I and includes the following information:
- Bid price: The highest posted price someone is willing to buy at.
- Bid size: The number of shares or option contracts that someone is trying to buy at the bid price.
- Ask price: The lowest posted price someone is willing to sell a position at.
- Ask size: The number of shares or option contracts someone is trying to sell at the ask price.
- Last price: The price at which a particular security was last traded.
- Last size: The number of shares or option contracts involved in the last transaction.
Level II also shows other prices below the current bid and above the current ask price:
- Highest bid prices: The highest bid price and all the bids currently below it.
- Bid sizes: The number of shares or option contracts that are available at each of the bid prices.
- Lowest ask prices: The lowest ask price and all the asks currently above it.
- Ask sizes: The number of shares or option contracts that are available at each of the ask prices.
Advanced Dashboard is fully equipped with streaming Level I and Level II market data feeds for all major Canadian and U.S. exchanges.
Visit the Advanced Dashboard page of our website to view a complete list of monthly data fees and watch the video tour below:
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Please note that the answers to the questions are for information purposes only for the products discussed. Individual circumstances may vary. In case of discrepancy, the documentation prevails.