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»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »MBO data & BookMap
Author Topic: MBO data & BookMap (2 messages, Page 1 of 1)

jphiggs
-Interested User-
Posts: 6
Joined: Feb 24, 2019


Posted: Jun 17, 2022 10:53 AM          Msg. 1 of 2
For those familiar with the 3rd party product BookMap, it requires MBO data for certain functionality related to displaying the entire market depth and their iceberg and stops detectors. BookMap only supports Rithmic MBO data, not IQFeed’s MBO data, for displaying the full book and indicators on its heatmap. With regard to BookMap’s support of IQFeed MBO data to provide the same functionality, their support replied “Unfortunately, at the moment there is no such technical possibility - to have full market depth with IQFeed in Bookmap. If it will be possible to change this IQFeed connection in the future - there is no such information yet.”
Does anyone know why this would be the case, even if an IQFeed developer license is required to process MBO data? I really don’t care to switch to or add Rithmic, or build my own process to do the same with IQFeed MBO data.

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jun 17, 2022 01:36 PM          Msg. 2 of 2
I don't know what exactly Bookmap means by that. IQFeed Protocol 6.2, which was officially released September of last year, offers expanded MBO capabilities. I don't know what exactly they mean by "full book and indicators", but 6.2 has "market by order" and "market by price level" commands. Previously only market by price level was available; market by order is available now for certain exchanges. This page http://www.iqfeed.net/dev/upgrade.cfm?protocol=2 is a good summary of IQFeed's current MBO capabilities. Beyond that I'd need to know more about what Bookmap claims IQFeed doesn't do. I can answer any questions about it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

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