Security and market maker analysis system

摘要

An improved securities analysis system includes a data capture and storage device for capturing and storing market maker (Level II) data about a security into a coherent data series. A data conversion device links multiple tick data, e.g., of Level I and II market maker activities, into a coherent sequence or series. The analysis process engine processes the disparate data utilizing technical analysis tools and the results are forwarded to a display for viewing or used in further analysis.