Joined: Sep 5, 2012
Posted: Oct 21, 2016 06:45 AM
Msg. 1 of 2
-VP, Product Operations-
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
Posted: Oct 21, 2016 08:47 AM
Msg. 2 of 2
Bob, we don't have any plans to provide a bundled/summary feed. Our customers overwhelmingly prefer the fact that we unbundle the information provided in the MDP 3 protocol.
We are however working to bring additional information to our customers that will give them more insight into the makeup of trades. This includes Tag 346 as well as a few others. I don't have timing for when this will be made available, but it is on our roadmap and will be implemented along with other enhancements we are working on for IQFeed.
Right now, a user can determine trades that we unbundled from the exchange by looking at the TickID field as all trades that we unbundled will have the same TickID.
Vice President, Active Trader Products