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» Add Nasdaq Level II MMID to TCPIP Level II Update Message
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| Author | Topic: Add Nasdaq Level II MMID to TCPIP Level II Update Message (5 messages, Page 1 of 1) |
 sasha -Interested User- Posts: 54 Joined: Jul 21, 2004 |
Posted: Aug 18, 2004 05:08 PM
Msg. 1 of 5
Is there a plan to add the Market Maker ID to the TCPIP Level II watchlist Update message for NASDAQ quotes?
I noticed that the IQFEED_LEVEL2Lib COM server provides this field on the ReceiveQuote() callback. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Sep 1, 2004 08:37 AM
Msg. 2 of 5
Sasha,
I am not sure I understand what you mean. Are you asking for a MMID in a Level I update (you mention Level II). There is a MMID in level II updates (there has to be otherwise you won't have any idea who's quote you just received). We currently aren't processing the MMID from the level I feed. We will do some checking to see what is actually available in the Level I feed to see if we can add it without a significant increase in bandwidth. Jay Froscheiser DTN Market Access, LLC. |
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sasha -Interested User- Posts: 54 Joined: Jul 21, 2004 |
Posted: Oct 7, 2004 05:15 PM
Msg. 3 of 5
Hi Jay,
Looking at the TCPIP Level 2 Update message there isn't a field for the MMID - neither is it listed in the documentation. However, this field is listed in the documentation for the COM "DTN::ILevel2Interface" on the OnReceiveQuote() callback: -------------------------------------------------- OnReceiveQuote( BSTR symbol, BSTR mmid, DOUBLE ask, DOUBLE ask_size, DOUBLE bid, DOUBLE bid_size, DATE timestamp, BSTR reason, BSTR condition_code, LONG marketID) symbol - The Level 1 Symbol this Market Maker quote is for mmid - The ID of the Market Maker this quote is from ask - The ask price for the stock ask_size - The size of the sale request bid - The bid price for the stock bid_size - The size of the purchase request timestamp - The Timestamp of the quote reason - The reason code for the quote condition_code - The condition of the quote marketID - The market ID of then name may be retreived by calling RequestMarketMakerName() -------------------------------------------------- So I was just asking if this MMID field could be added to the TCPIP Level 2 Update message? |
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sasha -Interested User- Posts: 54 Joined: Jul 21, 2004 |
Posted: Oct 7, 2004 06:16 PM
Msg. 4 of 5
Hi Jay,
I completely overlooked the "Level II via TCPIP" document link. All along I was only looking at the Level 1 streaming update message. I can see the MMID field listed in there. That explains why I didn't make any sense to you! My sincere apologies. |
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DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore |
Posted: Oct 7, 2004 10:04 PM
Msg. 5 of 5
No apologies needed. Our satisfaction comes with your ability to process the data you need. It is easy to overlook things, and we do our best to point to the information and tools you need to be successful.
Jay Froscheiser DTN Market Access, LLC. |
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