Also, comparing NT8 Level 2 and ThinkOrSwim Level 2 during the day it looked like NT8 was a little behind ToS. Does the free version throttle updates any compared to the paid versions? This would be good to know prior to purchasing.
I just noticed that when I switched instruments, I started seeing Level 2. Is there an issue with some instruments?
I did some diagnostics with a script I wrote and found that some instruments from TD only report NASDAQ_BOOK after hours, but others report NASDAQ_BOOK and LISTED_BOOK signals. It appears that NT is only watching LISTED_BOOK signals instead of both.
The instruments I was testing with were AMC (NT shows Level 2) and RGC (NT shows nothing).
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