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Reference Level 2 Tick Data - Market Depth

Posted By ywlee Last Year
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Posted Thursday June 09 2016
Hi

I have level 2 data and would like to reference the next levels of Bid/Ask away from the NBBO.

I can current reference the NBBO price with tick.tickType, tick.price but was wondering how to reference the next Bid/Ask.

Thanks in advance.


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