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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Code Changes for CME MDP 3.0 protocol
Author Topic: Code Changes for CME MDP 3.0 protocol (1 messages, Page 1 of 1)

MyDtnForums
-Interested User-
Posts: 12
Joined: Nov 18, 2014
Posted: Aug 12, 2015 10:06 PM          Msg. 1 of 1
I am trying to understand the code changes in C++ I will need to make to keep using the IQFeed. From what I read in the DTN Forums the changes effect the items TickID and "Message Contents" which are part of the Level1 Port System Messages. Is there a document describing the code changes we need to make when processing these values after August 23?


Message Contents
C - Last Qualified Trade.
E - Extended Trade = Form T trade.
O - Other Trade = Any trade not accounted for by C or E.
b - A bid update occurred.
a - An ask update occurred.
o - An Open occurred.
h - A High occurred.
l - A Low occurred.
c - A Close occurred.
s - A Settlement occurred.
 

 

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