SmartQuant Discussion

IQFeed Market Depth Error
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Author:  azuric [ Tue Nov 05, 2013 2:02 pm ]
Post subject:  IQFeed Market Depth Error

Cannot seem to load Market Depth from IQFeed. Getting this error:

[OnReceive] *error* <MarketDepth>: The given key was not present in the dictionary.

It is working when I check the IQFeed Market Depth application so not sure why it is not picking up the data.

Also it has worked before so do not sure why it no longer works.

Lastly how do I download Historical Market Depth there does not appear to be a choice using Data>Import>Historical Data.

Author:  Alexei Kurov [ Thu Nov 07, 2013 10:36 am ]
Post subject:  Re: IQFeed Market Depth Error


IQFeed does not provide historical level II data.

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