DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"I "bracket trade" all major news releases and I have not found one lag or glitch with DTN.IQ feed. I am very comfortable with their feed under all typical news conditions (Fed releases, employment numbers, etc)." - Comment from Public Forum

"I like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike

"DTN feed was the only feed that consistently matched Bloomberg feed for BID/ASK data verification work these past years......DTN feed is a must for my supply & demand based trading using Cumulative Delta" - Comment from Public Forum Post

"My broker in Davenport suggested I give you a try as he uses your service and says its the best." - Comment from Bill via RT Chat

"I cannot believe what a difference it makes trading with ProphetX!" - Comment from Bruce in Los Angeles

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum

"Can I get another account from you? I am tired of ******* going down so often" - Comment from George

"And by the way, have to say this. I love the IQFeed software. It's rock solid and it has a really nice API." - Comment from Thomas via RT Chat

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »level 2 'U' message question

Author	Topic: level 2 'U' message question (2 messages, Page 1 of 1)
andrzejs -Interested User- Posts: 23 Joined: May 27, 2004	Posted: Apr 25, 2006 05:13 AM Msg. 1 of 2 What are the possible values for 'reason', 'condition_code', 'source_id' in the level 2 'U' message? Thanks U,symbol,mmid,ask,ask_size,bid,bid_size,date,reason,condition_code,source_id<CR><LF> A Level II Update, a comma separated line of text indicating the values for the update. The message is defined below. symbol - [out] The Security's Stock Symbol mmid - [out] The ID of the Market maker originating the quote update ask - [out] The Buy Offer Price ask_size - [out] The size of the Buy Offer bid - [out] The Sell Offer Price bid_size - [out] The size of the Sell Offer date - [out] The date and time the update occurred reason - [out] The reason code for the update condition_code - [out] The condition of the update source_id - [out] The quote source's id Edited by DTN_Jay_Froscheiser on Apr 25, 2006 at 08:11 AM
DTN_Steve_S -DTN Guru- Posts: 2093 Joined: Nov 21, 2005	Posted: Apr 25, 2006 01:51 PM Msg. 2 of 2 Here is the information I was able to dig up. source_id is simply the Listed Market. You can reference this in the documentation. Edit #2 Correct Values: Reason: 44 - Deleted 48 - Halted 4D - No Active Market Maker 20 - None Condition Code: 52 - Regular - This will include normal quotes, market maker opens, one sided quotes, Ask Depth Quotes, Bid Depth Quotes, and Both Bid and Ask Depth Quotes. 4C - Non-regular Edited by DTN_Steve_S on Apr 25, 2006 at 02:30 PM