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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »IQFeed 4.7 bad marketdepth
Author Topic: IQFeed 4.7 bad marketdepth (1 messages, Page 1 of 1)

skunk
-DTN Evangelist-
Posts: 249
Joined: May 7, 2004
Posted: Mar 2, 2010 11:12 AM          Msg. 1 of 1
I receive bad bad data when using 4.7 to read marketdepth using sockets

U,@ESH0,MD02,1119.75,1120.5,592,433,07:38:3,20,52,43,07:38:3,T,T,

Notice the following problems:
1) The date field is missing-- should be between bid time and reason code
2) The timestamp for both the bid and ask is not correctly formatted
07:38:3 should surely be 07:38:03
 

 

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