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»Forums Index »Product Support »Data and Content Support »Is Historical Level 1 Tick Data Available?
Author Topic: Is Historical Level 1 Tick Data Available? (5 messages, Page 1 of 1)

jayflatland
-Interested User-
Posts: 13
Joined: Jun 20, 2019


Posted: Jun 21, 2019 11:35 AM          Msg. 1 of 5
For historical tick data, I see just trades, with bid/ask included. Is level 1 data available? By that I mean bid size/ask size, and ticks whenever they change?

Jay
Edited by jayflatland on Jun 21, 2019 at 11:36 AM

DTN_Stephen
-DTN Guru-
Posts: 262
Joined: Aug 22, 2014


Posted: Jun 21, 2019 12:44 PM          Msg. 2 of 5
We do provide the following fields through the API; Ask Change; Bid Change and also Ask Size and Bid Size.

You can login to the developer side of the site and look at Update/Message Summary Format.

http://www.iqfeed.net/dev/api/docs/Level1UpdateSummaryMessage.cfm

Stephen Shockey
Customer Support Representative

DTN
800-779-7299
stephen.shockey@dtn.com

9110 W Dodge Rd
Omaha NE 68114, USA
www.dtn.com

jayflatland
-Interested User-
Posts: 13
Joined: Jun 20, 2019


Posted: Jun 21, 2019 01:43 PM          Msg. 3 of 5
Does that work for historical data? What you sent seems to be just for streaming real-time.

Jay

Jay

DTN_Stephen
-DTN Guru-
Posts: 262
Joined: Aug 22, 2014


Posted: Jun 21, 2019 01:51 PM          Msg. 4 of 5
We carry historical bid/ask data for Trades only.

We do have historical bid/ask Quotes on our Roadmap as a feature, unfortunately I do not have an ETA on this feature.

Stephen Shockey
Customer Support Representative

DTN
800-779-7299
stephen.shockey@dtn.com

9110 W Dodge Rd
Omaha NE 68114, USA
www.dtn.com

jayflatland
-Interested User-
Posts: 13
Joined: Jun 20, 2019


Posted: Jun 21, 2019 01:54 PM          Msg. 5 of 5
Okay thanks, just wanted to be sure I wasn't just missing the option somewhere. Quotes will be nice when it comes!

Thank you!
Jay

Jay
 

 

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