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BottomFeeder has contributed to 5 posts out of 21251 total posts
(0.02%) in 1,404 days (0.00 posts per day).
20 Most recent posts:
For C#, you should definitely take a look at https://github.com/mathpaquette/IQFeed.CSharpApiClient It deals with the TCP sockets and works great.
-BF
I've been curious about this too. I think the original question was not about executed trades, but about bids/asks at different price levels on the regional options exchanges. The closest I can find on the available DTN subscriptions is the NASDAQ Level II (OpenView) subscription. "This includes the best bid/ask (top of book) from each MMID for NASDAQ and listed stocks)." It doesn't mention options or regional option exchanges, whether top-of-book, or complete-book. It sounds kind of like "NBBO" but broken down by MMID. Top-of Book implies that there is no depth-of-book info (i.e. bid size/ask size at price levels that are above/below BBO price). Just hoping for any clarification available. Much appreciated.
-BF
Thank You!
-BF
Does this request use real-time price data on the underlying when determining In/Out Of The Money contracts? If not, can you let us know where/when the underlying price comes from? Thanks!
-BF
Is there an estimate on when the historical data will be backfilled?
-BF
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