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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market depth history
Author Topic: Market depth history (3 messages, Page 1 of 1)

lastakademik
-Interested User-
Posts: 11
Joined: May 30, 2014
Posted: Sep 18, 2014 07:32 AM          Msg. 1 of 3
Hello!

Could you please inform me, does IQFeed provide history of market depth data? There are no such information in the documentation.

Thank you.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Sep 18, 2014 07:39 AM          Msg. 2 of 3
Good morning,

Unfortunately, not at this time. We do not store any bid or ask data historically, except for the best bid or ask at the time of a trade.

Tim

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Sep 18, 2014 08:33 AM          Msg. 3 of 3
Just to note we do offer historical market depth information as part of our NxCore service. In addition, we sell this historical data as a one time purchase. You can find information about NxCore at www.nanex.net
Jay Froscheiser
Vice President, Active Trader Products
 

 

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