Hi,

I am new to IQ Feed and please forgive me if its a stupid question.
Is it possible to get the Bid / Ask, Volume and Open Interest with Market summary command like EDS or 5MS?

I am trying to get the quotes on everything, run some cross-sectional studies and then decide if I want to trade anything v/s deciding what I want to trade and then querying the quotes for those instruments.

Thanks,
Manish

You might find this thread helpful:

http://forums.dtn.com/index.cfm?page=topic&topicID=5679

The three Market Summary reports each gives you the list of what they include, at the beginning of the report:

EDS
Symbol, Exchange, Type, Last, TradeSize, TradedMarket, TradeDate, TradeTime, Open, High, Low, Close, Bid, BidMarket, BidSize, Ask, AskMarket, AskSize, Volume, PDayVolume, UpVolume, DownVolume, NeutralVolume, TradeCount, UpTrades, DownTrades, NeutralTrades, VWAP, MutualDiv, SevenDayYield, OpenInterest, Settlement, SettlementDate, ExpirationDate, Strike

FDS
Symbol, Description, PeRatio, AvgVolume, DivYield, DivAmount, DivRate, PayDate, ExDivDate, CurrentEps, EstEps, SIC, Precision, Display, GrowthPercent, FiscalYearEnd, Volatility, ListedMarket, MaturityDate, OptionRoots, CouponRate, InstitutionalPercent, YearEndClose, Beta, LEAPs, WRAPs, Assets, Liabilities, BalanceSheetDate, LongTermDebt, CommonSharesOutstanding, MarketCap, 52WeekHigh, 52WeekHighDate, 52WeekLow, 52WeekLowDate, CalHigh, CalHighDate, CalLow, CalLowDate, Expiration, LastSplit, LastSplitDate, PrevSplit, PrevSplitDate, NAICS, ShortInterest

5MS
Symbol, Exchange, Type, Last, TradeSize, TradedMarket, TradeDate, TradeTime, Open, High, Low, Close, Bid, BidMarket, BidSize, Ask, AskMarket, AskSize, Volume, PDayVolume, UpVolume, DownVolume, NeutralVolume, TradeCount, UpTrades, DownTrades, NeutralTrades, VWAP, MutualDiv, SevenDayYield, OpenInterest, Settlement, SettlementDate, ExpirationDate, Strike

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Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
Edited by DTN_Gary_Stephen on Apr 8, 2021 at 03:24 PM

Keep in mind that the bid/ask in 5MS were at the time of the last trade, which may have been days ago.