Is there a plan to add the Market Maker ID to the TCPIP Level II watchlist Update message for NASDAQ quotes?

I noticed that the IQFEED_LEVEL2Lib COM server provides this field on the ReceiveQuote() callback.

Sasha,

I am not sure I understand what you mean. Are you asking for a MMID in a Level I update (you mention Level II). There is a MMID in level II updates (there has to be otherwise you won't have any idea who's quote you just received).

We currently aren't processing the MMID from the level I feed. We will do some checking to see what is actually available in the Level I feed to see if we can add it without a significant increase in bandwidth.

---

Jay Froscheiser
DTN Market Access, LLC.

Hi Jay,

Looking at the TCPIP Level 2 Update message there isn't a field for the MMID - neither is it listed in the documentation.

However, this field is listed in the documentation for the COM "DTN::ILevel2Interface" on the OnReceiveQuote() callback:

--------------------------------------------------

OnReceiveQuote(
BSTR symbol,
BSTR mmid,
DOUBLE ask,
DOUBLE ask_size,
DOUBLE bid,
DOUBLE bid_size,
DATE timestamp,
BSTR reason,
BSTR condition_code,
LONG marketID)

symbol - The Level 1 Symbol this Market Maker quote is for
mmid - The ID of the Market Maker this quote is from
ask - The ask price for the stock
ask_size - The size of the sale request
bid - The bid price for the stock
bid_size - The size of the purchase request
timestamp - The Timestamp of the quote
reason - The reason code for the quote
condition_code - The condition of the quote
marketID - The market ID of then name may be retreived by calling RequestMarketMakerName()

--------------------------------------------------


So I was just asking if this MMID field could be added to the TCPIP Level 2 Update message?

Hi Jay,

I completely overlooked the "Level II via TCPIP" document link. All along I was only looking at the Level 1 streaming update message. I can see the MMID field listed in there.

That explains why I didn't make any sense to you!


My sincere apologies.

No apologies needed. Our satisfaction comes with your ability to process the data you need. It is easy to overlook things, and we do our best to point to the information and tools you need to be successful.

---

Jay Froscheiser
DTN Market Access, LLC.