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»Forums Index »NEW IQFEED FORUMS »New IQFeed Forum »Is Historical Level 1 Tick Data Available?

Author	Topic: Is Historical Level 1 Tick Data Available? (5 messages, Page 1 of 1)
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 21, 2019 11:35 AM Msg. 1 of 5 For historical tick data, I see just trades, with bid/ask included. Is level 1 data available? By that I mean bid size/ask size, and ticks whenever they change? Jay Edited by jayflatland on Jun 21, 2019 at 11:36 AM
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Jun 21, 2019 12:44 PM Msg. 2 of 5 We do provide the following fields through the API; Ask Change; Bid Change and also Ask Size and Bid Size. You can login to the developer side of the site and look at Update/Message Summary Format. http://www.iqfeed.net/dev/api/docs/Level1UpdateSummaryMessage.cfm Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 21, 2019 01:43 PM Msg. 3 of 5 Does that work for historical data? What you sent seems to be just for streaming real-time. Jay Jay
DTN_Stephen -DTN Guru- Posts: 453 Joined: Aug 22, 2014	Posted: Jun 21, 2019 01:51 PM Msg. 4 of 5 We carry historical bid/ask data for Trades only. We do have historical bid/ask Quotes on our Roadmap as a feature, unfortunately I do not have an ETA on this feature. Stephen Shockey Customer Support Representative DTN 800-779-7299 stephen.shockey@dtn.com 9110 W Dodge Rd Omaha NE 68114, USA www.dtn.com
jayflatland -Interested User- Posts: 13 Joined: Jun 20, 2019	Posted: Jun 21, 2019 01:54 PM Msg. 5 of 5 Okay thanks, just wanted to be sure I wasn't just missing the option somewhere. Quotes will be nice when it comes! Thank you! Jay Jay