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What is the difference between Level I and Level II data?

April 26, 2017Data difference ii level

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What is the difference between Level I and Level II data?

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Level I data provides a view of the last Bid, Bid Size, Ask, Ask Size, Volume, High Bid, Low Bid, and other information for a particular symbol. Level II data provides a detailed view of the last 30 Bid and Ask positions/offers posted by market makers. Time and sales information is available for the most recent 30 trades. We only offer NASDAQ (including OTCBB) Real-Time Level II data, Pink Sheets Real-Time Level II data, and Canadian Real-Time Level II data.