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Joined: Jan 29, 2021 11:24 AM
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BottomFeeder has contributed to 5 posts out of 21242 total posts (0.02%) in 1,269 days (0.00 posts per day).

20 Most recent posts:
IQFeed API Questions » New to API, Basically C# question Apr 4, 2022 12:02 PM (Total replies: 3)

For C#, you should definitely take a look at https://github.com/mathpaquette/IQFeed.CSharpApiClient
It deals with the TCP sockets and works great.

-BF

Data Questions » options Complex Order Books? Nov 17, 2021 08:01 PM (Total replies: 12)

I've been curious about this too. I think the original question was not about executed trades, but about bids/asks at different price levels on the regional options exchanges. The closest I can find on the available DTN subscriptions is the NASDAQ Level II (OpenView) subscription. "This includes the best bid/ask (top of book) from each MMID for NASDAQ and listed stocks)." It doesn't mention options or regional option exchanges, whether top-of-book, or complete-book. It sounds kind of like "NBBO" but broken down by MMID. Top-of Book implies that there is no depth-of-book info (i.e. bid size/ask size at price levels that are above/below BBO price). Just hoping for any clarification available. Much appreciated.

-BF


Thank You!

-BF


Does this request use real-time price data on the underlying when determining In/Out Of The Money contracts?
If not, can you let us know where/when the underlying price comes from? Thanks!

-BF

IQFeed Developer Support » 4/12/21 Data Outage Status Updates Apr 12, 2021 02:58 PM (Total replies: 31)

Is there an estimate on when the historical data will be backfilled?

-BF


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