DTN IQFeed, DTN.IQ, DTN ProphetX Support Forums

Join the 80,000 other DTN customers who enjoy the fastest, most reliable data available. There is no better value than DTN!

(Move your cursor to this area to pause scrolling)

"Everything is working great with the API. I love it." - Comment from Calvin

"I've never had DTN go out on me since switching. ******* would go down a couple times every month when I was using them." - Comment from Bryce in AL.

"If someone needs the best quality data and backfill beyond what their broker provides at a rate that is the best in the industry, I highly recommend IQFeed." - Comment from Josh via Public Forum

"I was on the phone with a friend who uses CQG and right after the Fed announcement, CQG was as much as 30 seconds behind DTN.IQ. Some quotes were off by as much as 15-18 cents. Your feed never missed a beat." - Comment from Roger

"Excellent datafeed !!!" - Comment from Arely

"Very impressed with the quality of your feed - ******* is a real donkey in comparison." - Comment from A.C. via Email

"I noticed that ******* quotes locked up shortly after the interest rate announcement yesterday while yours stayed stable." - Comment from Ron in Utah

"I will tell others who want to go into trading that DTN ProphetX is an invaluable tool, I don't think anyone can trade without it..." - Comment from Luther

"After all the anxiety I had with my previous data provider it is a relief not to have to worry about data speed and integrity." - Comment from Eamonn

"I was with ******* for 4 years at $230 a month, this is a huge savings for me, GOD BLESS YOU PEOPLE," - Comment from T.S. via Email

Home

Recent Posts

Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather

DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter

»Forums Index »Archive (2017 and earlier) »DTN Satellite Products »NASDAQ Level II plus Equity Options

Author	Topic: NASDAQ Level II plus Equity Options (3 messages, Page 1 of 1)
msearles -Interested User- Posts: 16 Joined: May 12, 2004 Software for DTN RealTime Satellite	Posted: May 25, 2004 12:58 PM Msg. 1 of 3 I'm looking at adding support for NASDAQ Level II to TRAX. Can the receiver (D8080) support NASDAQ Level II and Equity Options at the same time? Currently TRAX enables the receiver on a database level (i.e., to receive ALL symbols for each database). I envision that for Level II, TRAX would have the capability to monitor, say a few hundred Level II symbols using the database watchlist of the DTN receiver. What would you think would be an upper limit on the number of symbols to feasibly watch on Level II? (With and without equity options) TRAX: DTN RealTime Software for DTN RealTime Satellite http://trax.base16.com
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: May 25, 2004 01:38 PM Msg. 2 of 3 We do have redistribution customers processing equities, options and level II from the D8080 currently. Obviously you will need to be running Ethernet only (Serial and USB won't be able to keep up). As for Level II, it doesn't lend itself to processing in a watch list mode. Instead, you will receive all level II data and need to process it. You will get a flood of all MMID updates. If you are concerned about the number of symbols you can watch, you would want to run in broadcast mode instead of watch list mode and let your application filter the symbols down. I don't know what the limit of symbols is for the box when it is "watching" for you, but the more symbols in the watch the box has to process the slower the box is going to be processing requests. Jay Froscheiser DTN Market Access, LLC.
DTN_Nathan_Bartsch -IQ Developer- Posts: 33 Joined: May 3, 2004 Telvent DTN	Posted: Jun 2, 2004 10:28 AM Msg. 3 of 3 While the D8080 is capable of monitoring hundreds of level two symbols, it is only recently that this could be put into practice. The receiver has recently added a 0x09040131 cross reference file. This file currently contains the symbol and mmid for each record number in the 0x09000131 database. This would allow you to watch only selected records for a specific set of symbol(s) using the watchlist capability of the receiver. There is one disadvantage however; the cross reference is only updated during the nightly refresh.. This means that any MMIDs that have expired or not quoted before for a given symbol will not appear in the cross reference as soon as they quote (they will appear in the cross reference the next day). It is a trade-off that could be made for performance reasons, but again the data would be incomplete if additional market makers started quoting.... In case you're wondering, the level two client in the DTNiQ satellite product currently watches the entire level two database, but we have plans to eventually use the 0x09040131 file to try to reduce the overhead, if requested by the user... Nathan W. Bartsch - Senior Software Engineer - DTN Market Access