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»Forums Index »Archive (2017 and earlier) »Data and Content Support »Nasdaq L2 missing levels, poor data feed ?
Author Topic: Nasdaq L2 missing levels, poor data feed ? (2 messages, Page 1 of 1)

tedmar
-Interested User-
Posts: 1
Joined: Aug 15, 2016
Posted: Aug 15, 2016 03:53 PM          Msg. 1 of 2
Hi, i have check today NASDAQ L2 data feed (trial). The result is very bad , levels are missed. its sure no a problem with my Internet Provider. I tried from 3 different server, 100Mbit and 1Gbit connection.
support could not help, mybe any one here.
Check the screencast, https://youtu.be/fOgHA6QnEmk, u can see on the right side in background NVDA stock with very poor L2 feed. But all stocks have same problem.
support said it on NinjaTrader is, but I said at the IQ.Market Feed you can see the well.
Example : FB Stock check the example screenshot


Any ideas whats wrong?


File Attached: 2016-08-15 21_59_59-FB - IQ Market Depth.png (downloaded 1266 times)

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
Posted: Aug 16, 2016 09:19 AM          Msg. 2 of 2
IQ Feed provides the Top of the Book for each Market Center and not the top 10 levels of bid/ask from each separate Market Center. This applies to all Equities.

For example:

NVDA (BID) Level 2 Data

ARCX 62.86
PHLX 62.86
BATY 62.86
BOSX 62.86
EDGE 62.86
NSDQ 62.86
ARCX 62.86
AMEX 62.86
CINN 62.49
GSCO 61.97

Let us know if there is anything else I can assist you with.
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net
 

 

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