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»Forums Index »IQFeed Developer »IQFeed Developer Support »Level 1 data and Reset Book message
Author Topic: Level 1 data and Reset Book message (3 messages, Page 1 of 1)

XoCe
-Interested User-
Posts: 9
Joined: Sep 19, 2013


Posted: Nov 20, 2020 06:04 AM          Msg. 1 of 3
Hello,

What kind of Update message should we receive in Level 1 data feed in case, if, for example, there are no active bid orders on the market anymore after the latest trade, and the bid side of the book should be cleared?

I guess, there should be a special case for this situation? What will be the values of "Message Contents" field and bid related fields ("Bid" and "Bid Size")?

Could you please clarify?

Thank you.

DTN_Gary_Stephen
-DTN Evangelist-
Posts: 165
Joined: Jul 3, 2019


Posted: Nov 23, 2020 02:54 PM          Msg. 2 of 3
When the exchange tells us to clear books (or any other field), this should appear in IQFeed Level 1 as a message with an empty field for the affected fields. The Message Contents field should also indicate b or a as appropriate, depending on whether bid, ask, or both was cleared.

Sincerely,
Gary Stephen
DTN IQFeed Implementation Support Specialist

XoCe
-Interested User-
Posts: 9
Joined: Sep 19, 2013


Posted: Nov 24, 2020 03:17 AM          Msg. 3 of 3
Got it. Sounds logical. Thank you for the confirmation.
 

 

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