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»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market depth documentation on Eurex, Cbot and Cme
Author Topic: Market depth documentation on Eurex, Cbot and Cme (2 messages, Page 1 of 1)

senator
-Interested User-
Posts: 22
Joined: Jul 5, 2004


Posted: Nov 29, 2006 07:58 PM          Msg. 1 of 2
I could not find any documentation on how to retrieve market depth nor the events nor methods, also how often does the time stamp updates?

I'm not interested in the Level 2 data from nasdaq. I want detailed futures market depth.


Thanks

DTN_Steve_S
-DTN Guru-
Posts: 2093
Joined: Nov 21, 2005


Posted: Nov 30, 2006 08:53 AM          Msg. 2 of 2
The only market depth data we currently provide in IQFeed is the NASDAQ level 2.
 

 

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