mathpaquette / IQFeed.CSharpApiClient

IQFeed.CSharpApiClient is fastest and the most well-designed C# DTN IQFeed socket API connector available
MIT License
120 stars 43 forks source link

Enhancement? Dealing with Streaming Level2 #141

Open GregGamba opened 2 years ago

GregGamba commented 2 years ago

Could you do an example of how to connect to, and deal with, streaming Level2? DTN recently did an update and expanded the number of levels visible in their GUI -- id love to be able to connect/listen to the same via the API

Thank you, ya'll are amazing!

GregGamba commented 2 years ago

Specifically, I'm talking about market depth

mathpaquette commented 2 years ago

@GregGamba unfortunately, I don't have access to L2 data. I can't really help immediately. Maybe @NichUK could?

GregGamba commented 2 years ago

perhaps my dumbest question to date, but is it simply a matter of getting you access to L2 =) @mathpaquette

On Sun, Apr 24, 2022 at 10:48 AM Mathieu Paquette @.***> wrote:

@GregGamba https://github.com/GregGamba unfortunately, I don't have access to L2 data. I can't really help immediately. Maybe @NichUK https://github.com/NichUK could?

— Reply to this email directly, view it on GitHub https://github.com/mathpaquette/IQFeed.CSharpApiClient/issues/141#issuecomment-1107856237, or unsubscribe https://github.com/notifications/unsubscribe-auth/AC2JRRUCXM7QR3UQXWZOKG3VGVNMBANCNFSM5UCTRPCQ . You are receiving this because you were mentioned.Message ID: @.***>