ADVFN Level 2 FTSE

[mcharlton]

I am using ADVFN for Level 2 info for some of the shares in the FTSE100 & 250... however it does not seam to show all orders...

ie Orders are going through at prices lower/higher than the current ask/bid prices shown on ADVFN... can anyone explain why this happens and if there is any where that gives full listings of orders??

Thanks in advance.

 

[theknifemac]

I am using ADVFN for Level 2 info for some of the shares in the FTSE100 & 250... however it does not seam to show all orders...

ie Orders are going through at prices lower/higher than the current ask/bid prices shown on ADVFN... can anyone explain why this happens and if there is any where that gives full listings of orders??

Thanks in advance.

Hi mcharlton

I think that the orders you see outside the bid ask are probably trades executed between market makers in size, these do not go through SETS but are reported to the exchange and appear on the last trade / time and sales feed. These would not be flagged with an A for automatic / SETS trade.

Cheers

Stew