Current market price meaning the top of the limit order book - what Updatemktdepth would display as the ¡°0¡± position.
"show" ? as in a "SELECT in a tool like MySQL WorkBench" ? because L2 run so fast that extremely unlikely you can catch it "visually"
L2 show B/A book, which are different beast than last trade. So what do you call "current market price" ?
Also: be careful that depending upon what you look for (and anyway in every cases as a default method)? you need to listen to both updateMktDepth and updateMktDepthL2 to get a complete picture.
Opinion:
MySQL is not a real time tool but should be fast enough, with proper indexing method (simplest one), proper DB engine, MyISAM is better for that than Innodb that may have "relaxation" period. If under windows for things like L2 prefer the MemoryMapped connection rather than the TCP/IP. (or even use the MEMORY engine, risky but theses L2 data are inherently rarely used aside of real time)
As per my own experience with it using L2 from IB and also from other provider, IB is generally faster (10ms to 1s) than others.
So IMHO IB deliver faster data, the only draw back is the limitation IB give you on simultaneous L2 you can listen to, probably the price to pay to get data faster.
