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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market Depth Entry for IEX
Author Topic: Market Depth Entry for IEX (6 messages, Page 1 of 1)

quickTick
-Interested User-
Posts: 53
Joined: Nov 17, 2013
Posted: Apr 19, 2016 02:34 PM          Msg. 1 of 6
It seems market depth has bid and ask entries for all kinds of non-exchange entities.

Why not for IEX?

This would be very useful as my broker allows directing orders to IEX.

DTN_Stephen
-DTN Guru-
Posts: 453
Joined: Aug 22, 2014
Posted: Apr 19, 2016 02:43 PM          Msg. 2 of 6
We do not receive true Level 2 data from the NYSE which IEX resides on.
Stephen Shockey | Telvent DTN LLC | Trading Markets | United States |Customer Service Technical Support
Email: support@iqfeed.net

quickTick
-Interested User-
Posts: 53
Joined: Nov 17, 2013
Posted: Apr 19, 2016 04:47 PM          Msg. 3 of 6
I see. How about getting the IEX "TOPS" data feed from IEX directly? My understanding is that it is free of charge. While the TOPS data feed doesn't seem to be available to the public, I'd guess they would be happy to have you as a "Market data partner".

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Apr 20, 2016 12:46 AM          Msg. 4 of 6
I don't believe so, at least I haven't heard of it, but we'll check with the market data team when they come in.

Tim

quickTick
-Interested User-
Posts: 53
Joined: Nov 17, 2013
Posted: Apr 20, 2016 01:16 AM          Msg. 5 of 6

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Apr 20, 2016 01:21 AM          Msg. 6 of 6
No problem, I'll make sure our product management team is aware of the request along with the link and related information.

Tim
 

 

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