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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market Depth?
Author Topic: Market Depth? (2 messages, Page 1 of 1)

senator
-Interested User-
Posts: 22
Joined: Jul 5, 2004
Posted: May 9, 2007 12:50 PM          Msg. 1 of 2
I wonder if I can retrieve market depth for CBOT or any futures market? and could you please specify the way the string comes in, becuase I did not find anything related to MD

Thanks

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005
Posted: May 9, 2007 12:56 PM          Msg. 2 of 2
We do not have market depth currently within IQFeed.

The only thing similar applies only to NASDAQ and is thier Level2 feed which breaks the feed down by market maker. If you want more information about the messages for the Level2, you can see the format in the documentation (remember this is NASDAQ only).
 

 

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