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)




"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 like you guys better than *******...much more stable and a whole lot fewer issues." - Comment from Philip
"I had always used ******* but for the past 2 weeks have been trying DTN IQFeed. Customer support has been extraordinary. They call just to make sure your problem hasn't recurred." - Comment from Public Forum
"I've been using IQFeed 4 in a multi-threaded situation for the last week or two on 2600 symbols or so with 100 simultaneous daily charts, and I have had 100% responsiveness." - Comment from Scott
"I am very pleased with the DTNIQ system for quotes and news." - Comment from Larry
"I have to tell you though that using the IQFeed API is about the easiest and cleanest I have seen for some time." - Comment from Jim
"I'm very glad I switched to IQFeed. It's working perfectly with no lag, even during fast market conditions." - Comment from Andy via Email
"I ran your IQFeed DDE vs. my broker vs. a level II window for some slow-moving options. I would see the level II quote change, then your feed update instantaneously. My broker's DDE, however, would take as much as 30 seconds to update. I am not chasing milliseconds, but half a minute is unacceptable." - Comment from Rob
"Everything is working great ! Very impressive client. The news refreshes better and is more pertinent than the ******* feed I paid $ 100/month for. I Also like the charts a lot." - Comment from Leon
"If you want customer service that answers the phone, your best bet is IQFeed. I cannot stop praising them or their technical support. They are always there for you, and they are quick. I have used ****** too but the best value is IQFeed." - Comment from Public Forum
Home  Search  Register  Login  Recent Posts
Information on DTN's Industries:
DTN Oil & Gas | DTN Trading | DTN Agriculture | DTN Weather
Follow DTNMarkets on Twitter
DTN.IQ/IQFeed on Twitter
DTN News and Analysis on Twitter
»Forums Index »Archive (2017 and earlier) »IQFeed Developer Support »Market depth history
Author Topic: Market depth history (3 messages, Page 1 of 1)

lastakademik
-Interested User-
Posts: 11
Joined: May 30, 2014
Posted: Sep 18, 2014 07:32 AM          Msg. 1 of 3
Hello!

Could you please inform me, does IQFeed provide history of market depth data? There are no such information in the documentation.

Thank you.

DTN_Tim Walter
-DTN Guru-
Posts: 1238
Joined: Apr 25, 2006
Posted: Sep 18, 2014 07:39 AM          Msg. 2 of 3
Good morning,

Unfortunately, not at this time. We do not store any bid or ask data historically, except for the best bid or ask at the time of a trade.

Tim

DTN_Jay_Froscheiser
-VP, Product Operations-
Posts: 1746
Joined: May 3, 2004

DTN IQFeed/DTN.IQ/DTN NxCore

Posted: Sep 18, 2014 08:33 AM          Msg. 3 of 3
Just to note we do offer historical market depth information as part of our NxCore service. In addition, we sell this historical data as a one time purchase. You can find information about NxCore at www.nanex.net
Jay Froscheiser
Vice President, Active Trader Products
 

 

Time: Sat April 27, 2024 8:26 AM CFBB v1.2.0 7 ms.
© AderSoftware 2002-2003