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)

"I am very happy I changed. I love the product, but more so I am thrilled with Tech Support. You are knowledgeable, polite, pleasant and professional." - Comment from Pat

"I just wanted to let u know that your data feed/service is by far the best!!! Your unfiltered tick data is excellent for reading order flow and none of your competitors delivers this quality of data!" - Comment from Peter via Email

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

"You have an excellent product !!!!!!" - Comment from Arely

"Interactive Brokers tick data was inconsistent, so I have switched to using DTN exclusively. It is great to no longer have to worry about my datafeed all day long." - Comment from Philippe

"You are much better than lawyers or the phone company because you answer the phone when I call! I just love your customer service." - Comment from Isreal

"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.

"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

"IQFeed version 4 is a real screamer compared to anything else I have seen." - Comment from Tom

"Boy, probably spent a thousand hours trying to get ******* API to work right. And now two hours to have something running with IQFeed. Hmmm, guess I was pretty stupid to fight rather than switch all this time. And have gotten more customer service from you guys already than total from them… in five years." - Comment from Jim

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) »IQFeed Developer Wish List »Depth of Market From CME

Author	Topic: Depth of Market From CME (3 messages, Page 1 of 1)
swhitney -Interested User- Posts: 21 Joined: Nov 3, 2005	Posted: Nov 9, 2005 09:16 PM Msg. 1 of 3 I would also like to see the depth of market and outside bid/ask postings for CME commodities such as ES, NQ etc... Right now I can import that from the IB TWS API...But Jay has indicated you have the data on your side... I am by heart a tape reader-programmer... The dodges, head fakes pull backs and reposts are key bits of data for my style of programing-trading. PLEASE GIVE US CME MKT DEPTH AND OUTSIDE BID-ASK UPDATES
DTN_Jay_Froscheiser -VP, Product Operations- Posts: 1746 Joined: May 3, 2004 DTN IQFeed/DTN.IQ/DTN NxCore	Posted: Nov 14, 2005 08:15 AM Msg. 2 of 3 Market depth from CME is on our "to do" list, but it is going to be a ways out. We are in the middle of increasing our CME line capacity and making changes to keep up with their protocol changes. Unfortunately, until that is done, we won't be able to look at adding the market depth information. Jay Froscheiser DTN - Trading Markets
swhitney -Interested User- Posts: 21 Joined: Nov 3, 2005	Posted: Nov 18, 2005 12:19 AM Msg. 3 of 3 Just to be clear... I don't care if its packaged up in an L2 style block... I am more than happy to consume and process the data via simple L1 stream. All I would like is to see the 'outside' posts. If we know that the tick type==bid \|\| ask && !trade, we can craft the rest of it up on our end. The game is rigged for the mkt makers, brokers and specialists. This tidbit of information, no matter how abstract, is very useful for tape readers. Thanks Jay...