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Beyond a few hours pre market and post market, there really isn't much going
on the NASDAQ in general and Level 2 in particular. Omega is probably
passing through the level 2 data you request in real time so you should be
getting the data. Bid/Ask/Trade ticks are coming from their servers, and I
guess they crop the data at the beginning/ending session times. But as you
go several hours pre/post session, there isn't anything to see. Often times
what you see are distortions in level 2 in terms of the bid and ask tiers
because there is no market going on and nobody is there. Only shortly
before and after the trading session you will see activity as ecn's line up
and make markets.
----- Original Message -----
From: "Daniel Martinez" <DanM@xxxxxxxxxx>
To: "TradeStation ListServ" <omega-list@xxxxxxxxxx>
Sent: Tuesday, June 04, 2002 6:51 PM
Subject: Tracking Nasdaq stocks 24/7
> Anyone:
> I called OmegaResearch some time ago and I asked them about tracking
> Nasdaq stocks 24/7. The tech support person said I could do this with
> Level 2 data. Is this correct and even possible? What sort of
> eSignal datafeed do you need to display Nasdaq stock charts 24/7?
> Would this be Level 2, simply normal stock data, or possible at all?
>
> Daniel.
>
>
>
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