IQFeed Level 2 problems

Discussion in 'Trading Software' started by funky, Jun 17, 2003.

  1. you can't get multiple tiers on the exchanges - that data is not available except for NASDAQ stocks or if you have OpenBook. The only other multi-order info is from ECNs.
     
    #11     Jun 18, 2003
  2. funky

    funky

    i guess the most important thing i was looking for is the instinet and arca MMs showing up (see instaquote .gif attachment in 2nd post) in multiple tiers. you're right though, the exchanges are only showing inside bid/ask.
     
    #12     Jun 18, 2003