Support Board
Date/Time: Sun, 24 Nov 2024 06:21:23 +0000
Post From: "Jumpy" DOM Bid/Ask Prices
| [2013-09-24 22:30:33] |
| bfalk - Posts: 33 |
|
http://i.imgur.com/97xekQ9.png In this image: 2 sources of L2 data, 1 source of IQFeed 5.1 L1, and 1 source of IQFeed 4.9 L1 along with Sierra Chart. IQFeed L2 Reports: Bid 60 @ 489.60 | Ask 100 @ 489.87 IQFeed L1 Reports: Bid 100 @ 489.57 | Ask 100 @ 489.87 Sierra Chart Reports: Bid 100 @ 489.57 | Ask 1200 @ 490.00 IQFeed L1 and L2 seem to differ, however perhaps this has something to do with how exchanges give out data. However Sierra Chart also differs from both versions of IQFeed, even though IQFeed said there was a bid/ask update and Sierra Chart should have pulled these. Any ideas what is going on with Sierra Chart reporting 1200 @ 490.00? Perhaps it is looking for the 'b' after the time stamp saying there was a bid update, however according to IQFeed documentation "b - A bid update occurred (an ask update may also have occurred)". Perhaps it's going with the last reported 'a' price and not updating asks on a 'b' message? Nevertheless, I'll probably work in IQFeed L2 support using the GSP bridge. -Brandon |