Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)




"Thank you so much - awesome feed, awesome service!" - Comment from Greg via Email
"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom
"If you are serious about your trading I would not rely on IB data for serious daytrading. Took me a while to justify the cost of IQ Feed and in the end, it's just a 2 point stop on ES. Better safe than sorry" - Comment from Public Forum
"Thanks for the great product and support. During this week of high volume trading, my QuoteTracker + IQ Feed setup never missed a beat. Also, thanks for your swiftness in responding to data issues. I was on ******* for a few years before I made the switch over early this year, and wish I had done it a long time ago." - Comment from Ken
"I used to have *******, but they are way more money for the same thing. I have had no probs with data from DTN since switching over." - Comment from Public Forum Post
"With HUGE volume on AAPL and RIMM for 2 days, everyone in a trading room was whining about freezes, crashes and lag with *******, RealTick, TS and Cyber. InvestorRT with IQFeed was rock solid. I mean SOLID!" - Comment from Public IRC Chat
"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.
"Just a quick one to say I'm very impressed so far :) The documentation for developers is excellent and I've quickly managed to get an app written to do historical downloads. The system is very robust and pretty quick considering the extent of data that's available. The support guys have been very helpful too, in combination with the forums it's been plain sailing so far!" - Comment from Adam
"I started a trial a few weeks back before the market went wild. DTN.IQ didn’t miss anything and beat my other provider. I decided to stay with you because of the great service through all the volatility." - Comment from Mike
"This beats the pants off CQG, I am definitely switching to the ProphetX 3.0!" - Comment from Stephen
Home  Search  Register  Login  Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »NEW IQFEED FORUMS »IQFeed API Questions »MBO data & BookMap
Author Topic: MBO data & BookMap (2 messages, Page 1 of 1)

jphiggs
-Interested User-
Posts: 6
Joined: Feb 24, 2019


Posted: Jun 17, 2022 10:53 AM          Msg. 1 of 2
For those familiar with the 3rd party product BookMap, it requires MBO data for certain functionality related to displaying the entire market depth and their iceberg and stops detectors. BookMap only supports Rithmic MBO data, not IQFeed’s MBO data, for displaying the full book and indicators on its heatmap. With regard to BookMap’s support of IQFeed MBO data to provide the same functionality, their support replied “Unfortunately, at the moment there is no such technical possibility - to have full market depth with IQFeed in Bookmap. If it will be possible to change this IQFeed connection in the future - there is no such information yet.”
Does anyone know why this would be the case, even if an IQFeed developer license is required to process MBO data? I really don’t care to switch to or add Rithmic, or build my own process to do the same with IQFeed MBO data.

DTN_Gary_Stephen
-DTN Guru-
Posts: 394
Joined: Jul 3, 2019


Posted: Jun 17, 2022 01:36 PM          Msg. 2 of 2
I don't know what exactly Bookmap means by that. IQFeed Protocol 6.2, which was officially released September of last year, offers expanded MBO capabilities. I don't know what exactly they mean by "full book and indicators", but 6.2 has "market by order" and "market by price level" commands. Previously only market by price level was available; market by order is available now for certain exchanges. This page http://www.iqfeed.net/dev/upgrade.cfm?protocol=2 is a good summary of IQFeed's current MBO capabilities. Beyond that I'd need to know more about what Bookmap claims IQFeed doesn't do. I can answer any questions about it.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist
 

 

Time: Fri April 26, 2024 5:38 AM CFBB v1.2.0 11 ms.
© AderSoftware 2002-2003