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.
(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§ion=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.