London Stock Exchange – LML Level 2 Depth
The LML provides real-time information essential for trading on the London Stock Exchange. The depth and breadth of the data delivered reflects the information to companies trading in the UK and international securities. Level 2 information delivers the most comprehensive full depth scope of the market.
UK Orders and Quotes – comprehensive quote and order details for all UK markets, maintained for over 3000 securities including equities, covered warrants, ADRs, and International Retail Service (IRS).
Level 2 service also includes all existing Level 1 and Level 1 Plus content.
Level 2 Market Data:
UK orders & quotes
Int’l orders & quotes
Enhanced best price
Buy / Sell percentages
Money flow per security
Time- weighted average spread (TWAS)
Opening price
Mid, best bid and offer
Trade high and low
Mid-price high and low
Individual trades
Closing prices
Order book VWAP
All trades VWAP
Cumulative volumes
Uncrossing price and volume
Daily official list prices
Pricing information:
For non-pro traders it costs $32.00 USD to add this service to your account. For professional traders it costs $335.00 USD to add this service.