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Viewing User Profile for: pnannis
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Joined: May 5, 2015 09:21 AM
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pnannis has contributed to 5 posts out of 19580 total posts (0.03%) in 1,859 days (0.00 posts per day).

20 Most recent posts:
IQFeed Developer Support » CME protocol May 28, 2015 12:04 PM (Total replies: 28)

Rithmic just made announcement that they will continue to distribute tick data as before and that the MDP 3.0 does contain the info needed to do this. Any progress on the iqfeed side?

IQFeed Developer Support » CME protocol May 5, 2015 10:38 AM (Total replies: 28)

Damn right !

IQFeed Developer Support » CME protocol May 5, 2015 10:05 AM (Total replies: 28)

ok, this is just crazy. btw CQG only rolled CME, not the other 3 exchanges yet, but judging from the number of calls we are getting this is going to be a nightmare. Better avoid MDP 3.0 as long as possible.
Edited by pnannis on May 5, 2015 at 10:06 AM

IQFeed Developer Support » CME protocol May 5, 2015 09:41 AM (Total replies: 28)

Basically every customer using tick charts are screwed with their new scheme .. unless it can be turned off? Is it built in by default in MDP 3.0, i.e. without any options on the user end. The bundling seems to happen only on the CME exchange and not on CBOT, NYMEX or COMEX. Is it configured by exchange?

IQFeed Developer Support » CME protocol May 5, 2015 09:28 AM (Total replies: 28)

CQG switched over to MDP 3.0 over the weekend and know their feed aggregates the ticks, notably on the ES contract. The only answer I can get is that this is by design in MDP 3.0 .. can you shed any light on this since you are migrating to this feed as well.


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