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»Forums Index »IQFeed Developer »IQFeed Developer Support »NYSE Level 2
Author Topic: NYSE Level 2 (5 messages, Page 1 of 1)

Ariloum
-Interested User-
Posts: 20
Joined: Oct 22, 2014


Posted: Oct 3, 2017 08:51 AM          Msg. 1 of 5
Hello, can you reveal a few hidden areas for me:
1. does realtime NYSE level 2 have a field with the ECN name?
2. does realtime NYSE level 2 have LOO orders?
3. does historical data contains level 2?

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006


Posted: Oct 3, 2017 01:20 PM          Msg. 2 of 5
Good afternoon,

Unfortunately, I am not able to be very helpful here, but the answers are below.

1. We carry the market maker in the message, but not any ECN info.
2. We do not have any order information in the level 2 feed.
3. No, we do save any historical bid or ask data of any kind.

Let me know if you have any questions though.

Tim

Ariloum
-Interested User-
Posts: 20
Joined: Oct 22, 2014


Posted: Oct 5, 2017 02:48 PM          Msg. 3 of 5
Thanx for the answers, Tim.
But do you have any way to obtain LOO orders?
Thats the kind of orders that opens on market open after premarket is done.

DTN_Steve_S
-DTN Guru-
Posts: 2040
Joined: Nov 21, 2005


Posted: Oct 6, 2017 02:04 PM          Msg. 4 of 5
This information is not in the Nasdaq Level 2 feed that we receive. As a result, to get this information, it would require bringing in a new feed from exchange(s) which is not a small task. However, we do track requests for additional data to help us measure demand. If you would like to PM me your IQFeed loginID, I'd be happy to submit a request for this information on your behalf.

Ariloum
-Interested User-
Posts: 20
Joined: Oct 22, 2014


Posted: Oct 6, 2017 08:01 PM          Msg. 5 of 5
Hi, Steve, I didnt find how to pm here - I clicked to your profile and there is only your posts list.
Anyway, my id is 463370, and I am a long time user.
I need level 2 with ECN so I could split it totally by this flag and I need LOO orders so much.. Gotta have it somewhere else until you make it available coz I need to have working prototype of what I'm doing in 2 weeks before u.s.a. earnings started.
 

 

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