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Where I can find bid and ask SIZE of LSE shares. Thank you in advance....
Question
Where I can find bid and ask SIZE of LSE shares. Thank you in advance. - Posted by Sparadok
Answer
ANSWER 26th August 2010
Hi Sparadok
This information can be found on what is known as Level 2. The information, or raw data, is broadcast (digitally) by the LSE and there are several companies that sell programs or trading/pricing platforms, including the LSE themselves under the name Proquote. The data from the LSE is not free and this is why you get 15 minute delayed prices on some websites (like Yahoo finance) for free.
Of course, as you probably appreciate, the bid and ask size is constantly changing in real time. That is if you mean the various order size on the 'order book'.
If you mean the mandatory size that has to be made by Market Makers in their stocks then that is a different matter and I will be pleased to help you with this if you email me.
There is a video of the level 2 screen on Youtube which may be of interest. A link to this can be found just below the questions on our home page.
Otherwise, why not join our forum where you can discuss this and any other point with our members or myself.
Have you Joined our Investment Forum?
The moderator of our Question and Answer service is an active member in our investment forum and gets involved with discussions in much greater depth. If your not already a member, you can join here, its completely free and it takes a couple of minutes to register.
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