bob7123
-Interested User-
Posts: 25
Joined: Sep 5, 2012
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Posted: Oct 21, 2016 06:45 AM
Msg. 1 of 4
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Oct 21, 2016 08:47 AM
Msg. 2 of 4
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.
Jay Froscheiser Vice President, Active Trader Products
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bob7123
-Interested User-
Posts: 25
Joined: Sep 5, 2012
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Posted: Nov 7, 2017 05:24 AM
Msg. 3 of 4
Hi Jay,
I wanted to follow up on this [now somewhat old] post.
You said that "We are however working to bring additional information to our customers that will give them more insight into the makeup of trades."
I am wondering if there has been movement on this since your earleier post, or perhaps things have taken a turn in other directions.
At any rate, any update you could provide would be very helpful and most appreciated.
Thanks!
-Bob
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Nov 7, 2017 07:28 AM
Msg. 4 of 4
Hi Bob,
We do still have this on our product roadmap but it hasn't managed to bubble to the top due to other higher priority work we have underway. We should have more clarity on a timeline for this in early 2018.
Thanks for your patience!
Jay Froscheiser Vice President, Active Trader Products
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