DxFeed needs more data providers for U.S. Equities
Re: DxFeed needs more data providers for U.S. Equities
Not at all I'm afraid. NBBO is just the best top of book Level 1 quotes and the entire point of Bookmap is to see the liquidity underneath the BBO. The OP is fully correct and IMO this is one of if not the biggest hole in the Bookmap offering. You are simply out of luck if you trade stocks other than Nasdaq. I understand from their point of view coming from the futures market that this hasn't been a priority to integrate but I can't consider this a fully featured program until it at least has one option for proper data in all major markets. Right now there is no possible way to look at decent market depth except Nasdaq which is still just the majority of depth, not all. A big +1 for requesting integration with a data provider who can do this.
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Re: DxFeed needs more data providers for U.S. Equities
Please, the whole point of bookmap is to see the liquidity clearly. If there are major exchanges missing then it becomes a lot less useful.
This is quite a glaring gap in the service, as much as I am enjoying using the program.
This is quite a glaring gap in the service, as much as I am enjoying using the program.