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»IQFeed Datafeed Wish List
» Level2 (Market depth) should include order count field
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| Author | Topic: Level2 (Market depth) should include order count field (6 messages, Page 1 of 1) |
 aQuant -Interested User- Posts: 49 Joined: Jul 20, 2012 |
Posted: Oct 20, 2015 09:35 PM
Msg. 1 of 6
I would like to receive order count in addition to the already available price/quantity information for Level2 data as shown here:
http://www.cmegroup.com/confluence/display/EPICSANDBOX/Market+Data+-+Multiple+Depth+Book It should be very easy to implement and you are already getting the data from CME, just a matter of passing it on to users. Please let me know your thoughts. Thank you. |
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DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014 
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Posted: Oct 21, 2015 11:56 AM
Msg. 2 of 6
We do not currently process the "Order Count" for Market Depth. If you would like to email support@iqfeed.net with your IQ Feed Login I can place a customer request for this process.
Customer Requests are reviewed monthly by our management team. Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support Email: support@iqfeed.net |
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aQuant -Interested User- Posts: 49 Joined: Jul 20, 2012 |
Posted: Oct 21, 2015 07:06 PM
Msg. 3 of 6
Thank you. I did send an email. I think this feature is catering to advanced audience-but the more precious for those knowing how to use the information. It would be very valuable to have it.
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aQuant -Interested User- Posts: 49 Joined: Jul 20, 2012 |
Posted: Jan 16, 2016 11:38 AM
Msg. 4 of 6
Is there any update on the above? Was it internally discussed? What is the conclusion? Thank you.
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Jan 18, 2016 01:13 PM
Msg. 5 of 6
Yes, this was discussed internally and it is on our product roadmap for inclusion in the future. Currently we don't have a priority set for it so I am unable to give you a timeframe for when we may be able to get the development scheduled.
Jay Froscheiser Vice President, Active Trader Products |
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aQuant -Interested User- Posts: 49 Joined: Jul 20, 2012 |
Posted: Sep 22, 2017 09:29 PM
Msg. 6 of 6
Almost 2 years later, any update on this topic? Is this still on your roadmap, any closer? Thank you.
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