DIH Expands Its Level 3 Depth of Book Data Metrics to Help Firms Better Understand the Full Market Microstructure Liquidity Picture

DIH has expanded its Level 3 depth of book data offering to include more than 280 metrics you can receive via bulk file download or API. These metrics are based on every individual order from over 45 exchanges and trading venues — including up to five years of history — and cover global equities, ETFs