nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Nov 30, 2004 02:12 PM
Msg. 1 of 7
Is there a way to obtain this?
For example, I see trade reports from 8 market centers for QQQ. I'd like to be able to compare the trade print to the bid/ask for that center.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Nov 30, 2004 02:41 PM
Msg. 2 of 7
If you turn on regional quotes you will get the best bid/ask price and size for each regional exchange. Sym Last ask asksize bid bidsize QQQ 39.22 39.22 13600 39.22 12700 QQQ--AMEX 39.22 13600 39.20 39300 QQQ--BSE 39.23 5000 39.15 4000 QQQ--CSE 39.23 63700 39.22 7800 QQQ--CHX 39.24 1000 39.15 1000 QQQ--NYSE 39.23 12400 39.21 3000 QQQ--PSE 39.23 113400 39.22 12700 QQQ--NMS 39.23 10200 39.22 1200 QQQ--PHLX 39.23 20000 39.18 100
Jay Froscheiser DTN Market Access, LLC.
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nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Nov 30, 2004 06:57 PM
Msg. 3 of 7
Thanks!
Per your QQQ -> QQQQ post, I presume they all need to be changed, and AMEX goes bye-bye.
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Dec 1, 2004 08:07 AM
Msg. 4 of 7
QQQ is no longer. We have merged the QQQ data into QQQQ. the old QQQ will still be available for a short time but won't update any longer. You must change all your symbols from QQQ to QQQQ.
Jay Froscheiser DTN Market Access, LLC.
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nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Dec 1, 2004 08:29 AM
Msg. 5 of 7
FYI, the API docs show Pacific as "PAC" not "PSE" per you example.
Maybe this is not the correct forum thread, but I added those symbols to my app, and they don't seem to be taking (IQ Connection manager ticker count does not reflect the new tickers). Is there a different syntax for use via the API?
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DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004
DTN IQFeed/DTN.IQ/DTN NxCore
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Posted: Dec 1, 2004 08:32 AM
Msg. 6 of 7
Those symbols are internal to DTN.IQ for display purposes. The DTN.IQ software captures the regional data as it comes in and appends the exchange identifier for the customer to make it easy to read. In your software, you need to turn on Regional quotes in your feed and capture them as they come in. There is no ability to query a quote from a regional exchange by symbol.
Jay Froscheiser DTN Market Access, LLC.
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nsolot
-DTN Guru-
Posts: 273
Joined: Sep 4, 2004
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Posted: Dec 1, 2004 08:45 AM
Msg. 7 of 7
got it. Hadn't looked at that section of the API docs before.
Thanks again.
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