skoptions
-Interested User-
Posts: 4
Joined: Jul 10, 2022
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Posted: Jul 10, 2022 07:31 PM
Msg. 1 of 3
Hi, what would be the best way to determine if an options symbol has a "zero bid"?
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skoptions
-Interested User-
Posts: 4
Joined: Jul 10, 2022
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Posted: Jul 12, 2022 09:59 AM
Msg. 2 of 3
Hi, just checking to see if anyone in developer support has seen this question? Thank you
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DTN_Gary_Stephen
-DTN Guru-
Posts: 403
Joined: Jul 3, 2019
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Posted: Jul 12, 2022 01:18 PM
Msg. 3 of 3
What exactly do you mean by "zero bid"? A bid with a price of 0, or that no bids exist?
IQfeed level 1 ticks (live or historical) will include the bid and ask price of each tick.
Depending on how much detail you want and what type of symbol it is (CME, ICE, another exchange) you can get Market By Order or Market By Price Level messages from the IQFeed Level 2 data, if you are subscribed to it.
Sincerely, Gary Stephen DTN IQFeed Implementation Support Specialist
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