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how to collect level 2 data with iqfeed in S#.Data?


how to collect level 2 data with iqfeed in S#.Data?
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3/27/2018


How to collect level 2 data with iqfeed in S#.Data ?


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https://www.screencast.com/t/MVftiIg1Ha



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3 Answers
Ben

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Date: 3/28/2018
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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.
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Ben

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Date: 3/28/2018
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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"
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Anna Nowakowska

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Date: 3/28/2018
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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

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