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»Forums Index »Product Support »IQFeed Datafeed Wish List »Level2 (Market depth) should include order count field
Author Topic: Level2 (Market depth) should include order count field (6 messages, Page 1 of 1)

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Oct 20, 2015 09:35 PM          Msg. 1 of 6
I would like to receive order count in addition to the already available price/quantity information for Level2 data as shown here:
http://www.cmegroup.com/confluence/display/EPICSANDBOX/Market+Data+-+Multiple+Depth+Book
It should be very easy to implement and you are already getting the data from CME, just a matter of passing it on to users. Please let me know your thoughts. Thank you.

DTN_Stephen
-DTN Evangelist-
Posts: 115
Joined: Aug 22, 2014


Posted: Oct 21, 2015 11:56 AM          Msg. 2 of 6
We do not currently process the "Order Count" for Market Depth. If you would like to email support@iqfeed.net with your IQ Feed Login I can place a customer request for this process.

Customer Requests are reviewed monthly by our management team.

Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Oct 21, 2015 07:06 PM          Msg. 3 of 6
Thank you. I did send an email. I think this feature is catering to advanced audience-but the more precious for those knowing how to use the information. It would be very valuable to have it.

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Jan 16, 2016 11:38 AM          Msg. 4 of 6
Is there any update on the above? Was it internally discussed? What is the conclusion? Thank you.

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1739
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore


Posted: Jan 18, 2016 01:13 PM          Msg. 5 of 6
Yes, this was discussed internally and it is on our product roadmap for inclusion in the future. Currently we don't have a priority set for it so I am unable to give you a timeframe for when we may be able to get the development scheduled.

Jay Froscheiser
Vice President, Active Trader Products

aQuant
-Interested User-
Posts: 26
Joined: Jul 20, 2012


Posted: Sep 22, 2017 09:29 PM          Msg. 6 of 6
Almost 2 years later, any update on this topic? Is this still on your roadmap, any closer? Thank you.
 

 

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