Hi,
I have just switched from using the same execution feed for Data to IQ Feed. I am using Rithmic for execution. It appears the DOM is fed by the Market Data Source. Is that correct? I previously had level II data (from Rithmic) and am only seeing bid and ask since changing market data source. However, it is also a different symbol. As such I wanted to clarify and as if there is a way to ensure I am seeing level II in the DOM, or if I will need to also subscribe to level II from IQ Feed.
Thanks
We have done some preliminary work to enable broker provided market depth to be utilized by Investor/RT even when IQFEED or eSignal is the main market data source. Initially, this is available for clients using Rithmic order routing and we hope to generalize this capability to support additional brokerage destinations going forward.
There is an optional update to Investor/RT, version 13.5.18, available for download now with this capability. Login to www.linnsoft.com and click the Download button to get the installer. This feature should be considered beta at this time. Users of IQFeed or eSignal with market depth subscriptions will have the choice, via a configuration variable whether to use the broker depth or the depth provided by their data feed subscription. See UseBrokerDepth in File > Preferences > Configuration in Version 13.5.18 and higher.
Terrific, thanks.