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)

"I just wanted to say how happy I am with your service. I was able to download the API docs last week and I was able to replicate Interactive Brokers historical bar queries and realtime bar queries over the weekend. That was about one of the fastest integrations that I've ever done and it works perfectly!!!!" - Comment from Jason via Email
"I am a hedge fund manager here. It’s funny, I have a Bloomberg terminal and a Bridge feed, but I still like having my DTN feed!" - Comment from Feras
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I use IQ Feed, Great stuff as far as data analysis information, storage and retrieval is concerned." - Comment from Public Forum
"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat
"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
"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
"You are either overstaffed or people just don't have problems with your feed because customer support always answers the phone quickly." - Comment from Jay via Email
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"This is an excellent value, the system is generous (allowing for 500 stocks) and stable (and really is tick-by-tick), and the support is fantastic." - Comment from Shirin via Email
Home  Search  Register  Login  Blogs Recent Posts

Information on Various DTN Products:
DTN IQFeed | DTN ProphetX | DTN Ag | NxCore
Follow DTN_IQFeed on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »IQFeed Developer »IQFeed Developer Wish List »Depth of Market From CME
Author Topic: Depth of Market From CME (3 messages, Page 1 of 1)

-Interested User-
Posts: 21
Joined: Nov 3, 2005

Posted: Nov 9, 2005 09:16 PM          Msg. 1 of 3
I would also like to see the depth of market and outside bid/ask postings for CME commodities such as ES, NQ etc...

Right now I can import that from the IB TWS API...But Jay has indicated you have the data on your side...

I am by heart a tape reader-programmer...

The dodges, head fakes pull backs and reposts are key bits of data for my style of programing-trading.


-VP, Product Operations-
Posts: 1744
Joined: May 3, 2004


Posted: Nov 14, 2005 08:15 AM          Msg. 2 of 3
Market depth from CME is on our "to do" list, but it is going to be a ways out. We are in the middle of increasing our CME line capacity and making changes to keep up with their protocol changes. Unfortunately, until that is done, we won't be able to look at adding the market depth information.

Jay Froscheiser
DTN - Trading Markets

-Interested User-
Posts: 21
Joined: Nov 3, 2005

Posted: Nov 18, 2005 12:19 AM          Msg. 3 of 3
Just to be clear...

I don't care if its packaged up in an L2 style block...

I am more than happy to consume and process the data via simple L1 stream.

All I would like is to see the 'outside' posts.

If we know that the tick type==bid || ask && !trade, we can craft the rest of it up on our end.

The game is rigged for the mkt makers, brokers and specialists.

This tidbit of information, no matter how abstract, is very useful for tape readers.

Thanks Jay...


Time: Sat March 17, 2018 8:58 PM CFBB v1.2.0 16 ms.
© AderSoftware 2002-2003