NEW! IQFeed supports MBO & unlimited order book levels

latnemele
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NEW! IQFeed supports MBO & unlimited order book levels

Post by latnemele » Sat Feb 06, 2021 4:34 pm

Hi everybody, I just found this gem on the IQFeed website changelog:
IQFeed 6.2 (2020/10/02)
  • IQConnect and all Display apps are now 64bit.
  • New Depth Protocol to support Futures Market By Order data and unlimited price levels in Market By Price data.
  • Trade correction messages in Level 1 data.
  • Several stability and general quality of life fixes.

EDIT: this is currently only available via the developer API, support told it'll be live for all users March 2021

Previously only Rithmic supported MBO, and IQfeed was limited to 10 order book levels.

source: http://www.iqfeed.net/index.cfm?displayaction=developer&section=main
(scroll down to "What's new")

The IQfeed client for the MBO connection + unlimited levels is in beta and can be downloaded here: http://www.iqfeed.net/index.cfm?displayaction=support&section=download

Can anybody from the bookmap team look into this, and verify that we'll be able to view MBO & unlimited order book levels in bookmap?

This is potentially a huge breakthrough, as IQFeed offers nasdaq total view (like dxfeed) so maybe we can have API access with the iqfeed data.
Last edited by latnemele on Tue Feb 09, 2021 3:50 pm, edited 2 times in total.

latnemele
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Re: NEW! IQFeed supports MBO & unlimited order book levels

Post by latnemele » Mon Feb 08, 2021 4:39 pm

I was able to test this earlier today - bookmap can connect to the new IQfeed client, but it still only gets 10 levels of depth, even though the native depth viewer provided by IQfeed displays more than 10 levels.

Furthermore, the tick size for all IQfeed stocks is messed up and cannot be changed.

Here's a comparison between dxFeed (top) & IQfeed (bottom) for AAPL:
Image

latnemele
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Re: NEW! IQFeed supports MBO & unlimited order book levels

Post by latnemele » Tue Feb 09, 2021 3:49 pm

Update: IQfeed MBO & MBP updates are still not available for normal users. Only developers have access to the new data. IQfeed will release the new data to all within 30 days according to their support. Here's the email I got:
Currently 6.2 is in BETA for API users.  It will be going live to ALL customers hopefully within 30 days. However keep in mind when we release 6.2 for MBO if they charting software for example Ninja Trader has not developed their charting software to support and receive the MBO data it will not work in NT.  That would be a question for NT support to see if they are working on an update for MBO with IQ Feed?

Please let us know if there is anything else we can assist you with.

Stephen Shockey
Senior Customer Support Representative and Product Support Specialist

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