Consolidated Tape for OEC/GAIN data feed

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Alex Savin
Last seen: 4 years 5 months ago
Joined: 08/31/2016 - 10:57
So real time IQFeed and DTN

So real time IQFeed and DTN Backfill are different feeds? What if you turn off backfill, does that also bundle historical data?

Robert Smith
Last seen: 3 years 5 months ago
Joined: 12/04/2020 - 14:48
Consolidated tape for Rithmic

It appears there is no consolidated tape for Rithmic. Are there any plans to implement it? Thanks

Eddy_F
Last seen: 2 months 1 week ago
Joined: 07/30/2014 - 16:18
Hello Robert,

Hello Robert,

Indeed, The "consolidated tape" settings in preference > general only appears when you are using IQfeed as main data feed
In order to get consolidated quotes from Rithmic, you need to connect to the "MDP3 summary" getaway as explained here
https://www.linnsoft.com/support/rithmic-market-data-and-order-routing

You will get exactly the same consolidated quotes (than the one which could have been provided by IQfeed)
Eddy

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