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»Forums Index »IQFeed Developer »IQFeed Developer Support »Level II via TCP/IP Questions
Author Topic: Level II via TCP/IP Questions (2 messages, Page 1 of 1)

-Interested User-
Posts: 8
Joined: Jun 7, 2004

Posted: Jul 2, 2004 12:28 PM          Msg. 1 of 2
I'd like to verify the following assumptions about your Level II data feed.


1) A zero BID price means that ALL Level II BID entries for the Market Maker should be deleted.

2) A zero ASK price means that ALL Level II ASK entries for the Market Maker should be deleted.

3) A zero BID SIZE means that the Level II entry for this Market Maker at the BID price should be removed.

4) A zero ASK SIZE means that the Level II entry for this Market Maker at the ASK price should be removed.

-DTN Evangelist-
Posts: 175
Joined: May 10, 2004

DTN Market Access, LLC.

Posted: Jul 7, 2004 02:17 PM          Msg. 2 of 2
Our Level2 data contains the best bid and best ask per Market Maker. Does this help?

Natalie Hannan DTN Market Access, LLC.


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