Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email
"Thanks for all of your help. Great customer service deserves to be recognized which one the reasons I've been a customer of DTN for over 10 years!" - Comment from Stuart
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
"I am enjoying the feed very much - so superior to the broker provided feed I was previously using." - Comment from George
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"It’s so nice to be working with real professionals!" - Comment from Len
"I've been using Neoticker RT with IQFeed for two months, and I'm very happy with both of the products (I've had IQFeed for two years with very few complaints). The service from both companies is exceptional." - Comment from Public Forum
"I just wanted to let you know how fast and easy I found it to integrate IQFeed into our existing Java code using your JNI client. In my experience, such things almost never go so smoothly - great job!" - Comment from Nate
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »NYSE Level 2
Author Topic: NYSE Level 2 (5 messages, Page 1 of 1)

Ariloum
-Interested User-
Posts: 20
Joined: Oct 22, 2014


Posted: Oct 3, 2017 08:51 AM          Msg. 1 of 5
Hello, can you reveal a few hidden areas for me:
1. does realtime NYSE level 2 have a field with the ECN name?
2. does realtime NYSE level 2 have LOO orders?
3. does historical data contains level 2?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 3, 2017 01:20 PM          Msg. 2 of 5
Good afternoon,

Unfortunately, I am not able to be very helpful here, but the answers are below.

1. We carry the market maker in the message, but not any ECN info.
2. We do not have any order information in the level 2 feed.
3. No, we do save any historical bid or ask data of any kind.

Let me know if you have any questions though.

Tim

Ariloum
-Interested User-
Posts: 20
Joined: Oct 22, 2014


Posted: Oct 5, 2017 02:48 PM          Msg. 3 of 5
Thanx for the answers, Tim.
But do you have any way to obtain LOO orders?
Thats the kind of orders that opens on market open after premarket is done.

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Oct 6, 2017 02:04 PM          Msg. 4 of 5
This information is not in the Nasdaq Level 2 feed that we receive. As a result, to get this information, it would require bringing in a new feed from exchange(s) which is not a small task. However, we do track requests for additional data to help us measure demand. If you would like to PM me your IQFeed loginID, I'd be happy to submit a request for this information on your behalf.

Ariloum
-Interested User-
Posts: 20
Joined: Oct 22, 2014


Posted: Oct 6, 2017 08:01 PM          Msg. 5 of 5
Hi, Steve, I didnt find how to pm here - I clicked to your profile and there is only your posts list.
Anyway, my id is 463370, and I am a long time user.
I need level 2 with ECN so I could split it totally by this flag and I need LOO orders so much.. Gotta have it somewhere else until you make it available coz I need to have working prototype of what I'm doing in 2 weeks before u.s.a. earnings started.
 

 

Time: Thu April 25, 2024 10:13 AM CFBB v1.2.0 8 ms.
© AderSoftware 2002-2003