Support Board
Date/Time: Tue, 26 Nov 2024 04:35:19 +0000
Post From: Request sample .scid file for _mbo symbol and column format description
| [2024-01-13 06:28:48] |
| User434158 - Posts: 5 |
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I'm not currently subscribed to SC but have been in the past and looking at doing so again. My understanding from earlier posts is that the _mbo data feed combined NQTV+ConsolidatedTape into a single .scid file on 1st August, is that correct? Also, could you confirm whether or not the NQTV+ConsolidatedTape data feed can be exported live using DTC? Also, I have an old Matlab algo that was built using mbo data from an old Nasdaq Totalview ITCH feed. I'd greatly appreciate a small sample .scid file in csv format for a _mbo symbol with a description of the column data and order tags to assess mapping requirements of old vs new data feed using SC-DTC-Matlab setup. Thankyou Date Time Of Last Edit: 2024-01-13 13:44:29
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