London Stock Exchange - Level 2 Depth

ICE Data Services -

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.