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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Level II via TCP/IP Questions
Author Topic: Level II via TCP/IP Questions (2 messages, Page 1 of 1)

PTS
-Interested User-
Posts: 8
Joined: Jun 7, 2004
Posted: Jul 2, 2004 12:28 PM          Msg. 1 of 2
I'd like to verify the following assumptions about your Level II data feed.

U,INTC,ATTN,0,26.55,0,800,10:28:58,2004-07-02,20,52,5
U,INTC,ATTN,26.55,0,100,0,10:28:58,2004-07-02,20,52,15
U,INTC,ATTN,26.55,26.56,0,0,100,10:28:58,2004-07-02,20,52,15
U,INTC,ATTN,26.55,26.56,100,0,10:28:58,2004-07-02,20,52,15

1) A zero BID price means that ALL Level II BID entries for the Market Maker should be deleted.

2) A zero ASK price means that ALL Level II ASK entries for the Market Maker should be deleted.

3) A zero BID SIZE means that the Level II entry for this Market Maker at the BID price should be removed.

4) A zero ASK SIZE means that the Level II entry for this Market Maker at the ASK price should be removed.

DTN_Natalie_H
-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.

Posted: Jul 7, 2004 02:17 PM          Msg. 2 of 2
Our Level2 data contains the best bid and best ask per Market Maker. Does this help?
Natalie Hannan DTN Market Access, LLC.
 

 

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