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How to collect level 2 data with iqfeed in S#.Data ?
Attached snap: https://www.screencast.com/t/MVftiIg1Ha
Algorithmic trading for .NET and Python✦
86+ connectors · exchanges · brokers · crypto✦
S#.Designer · backtest · optimize · go live✦
A community of 31,446+ traders & developers✦
Algorithmic trading for .NET and Python✦
86+ connectors · exchanges · brokers · crypto✦
S#.Designer · backtest · optimize · go live✦
A community of 31,446+ traders & developers✦
Comments (3)
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Hello Anna,
Are you sure you have Level 2 permissions through IQFeed? Launch the application "IQMarketDepth" on your PC. If you can not obtain Level 2 in that way, you do not have the adequate permissions or IQFeed does not supply Level2 for the ES futures.
Yeah, I just checked for you. The IQFeed "Cme-Emini" product only offers Level I. Here is the description from their web site:
"Access to real time Level I emini sized futures contracts and options data from the CME Exchange. Popular Contracts Include: Emini S&P 500 Index Emini Nasdaq 100 Emini Euro FX"
Hallo Ben,
i am a algo developer and i can tell you iqfeed deliver level 2 for mini contracts and i have a permission for it !
proof: cl: https://www.screencast.com/t/pcvkzQo0
es: https://www.screencast.com/t/An3XsevyYfQ
But S#.data does not want to collect it !
with regards Anna