admin_conn_attempts = 0
conn_attempt_pause_seconds = 4
while True:
    admin_conn = tcp_connect("127.0.0.1", 9300) #the admin socket
    if admin_conn.is_connected():
        break
    else
        sleep(conn_attempt_pause_seconds)
        admin_conn_attempts += 1
        if admin_conn_attempts == 2:
            # run external program to start IQFeed.exe
            run.program(IQFeed.exe)
        else if admin_conn_attempts > 5:
            print("ERROR: Unable to connect to IQFeed")
            exit -1

$ xvfb-run wine $HOME/Downloads/iqfeed_client_6_2_0_25.exe /S

$xvfb-run wine IQConnect.exe -product [PRODUCT_ID] -version [MADEUP_VERSION_STR] -login [LOGIN_ID]

• MBO data doesn't have the same limitation on number of levels per side (buy, sell)


• As a consequence of the first point, MBO summary messages may be of high volume while the initial state of all(?) prices are transmitted (with a consideration in the documentation to perhaps throttle these requests to avoid saturating the network connection and perhaps stalling other watches).


• There's an OrderId with MBO messages that lets you correlate(?) these messages with the OrderIds of L1 messages


• MBP updates replace the previous message you received at that price with a new aggregated total


• MBO updates are only deltas and you must maintain the structure of the price levels yourself and mathmatically apply the deltas as they come in


• Equity L2 (NASDAQ) comes through as MBO messages and includes MMID but not Order Id