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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »best bid, best offer
Author Topic: best bid, best offer (2 messages, Page 1 of 1)

ronsch99
-Interested User-
Posts: 8
Joined: May 10, 2004
Posted: Nov 13, 2004 02:39 PM          Msg. 1 of 2
A DTN salesman mentioned to me that there's a way to get best bid and offer. I'm trying to construct one minute market snapshots which only really need best bid and offer at each minute. I looked into documentation but I couldn't find it. Can someone help?

DTN_Glenn_B
-Interested User-
Posts: 14
Joined: Nov 24, 2004
Posted: Nov 29, 2004 09:25 AM          Msg. 2 of 2
The best bid and best offer are returned in the Streaming Quote Update message. To get these updates, you need to set a watch for the symbols you are interested in. Yes, this may be more information than you are looking for, but this is the only place you will receive the best bid/offer. In the documentation, this is listed as the bid/ask (which is the best bid and ask at the time of the trade).

Glenn Benes
Glenn Benes DTN Market Access, LLC.
 

 

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