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Hi,
i wanted to use eSignal Level II data to create a small window that will display Level II Quotes in one of my Apps. the window will be very similar to many apps that provide level II quotes, basically Bids on one side and Ask on the other.
My problem is i need specification document detailing how to interpret the esignal feed data for level II quotes? anyone know where i can find this? Also, any tips assisting me in this endeavors will be greatly appreciated.
certain things i am not certain off.
-I noticed that with some streamer apps, not all MMs are on the bid or ask at given time. How would one determine when to remove a MMID from the window?
-Also, most feeds send only changes (when an MM bid or asks changes). If this is true for eSignal, then how does one get the entire list of level II quotes for a given ticker on startup of the app?
thank you much.
i wanted to use eSignal Level II data to create a small window that will display Level II Quotes in one of my Apps. the window will be very similar to many apps that provide level II quotes, basically Bids on one side and Ask on the other.
My problem is i need specification document detailing how to interpret the esignal feed data for level II quotes? anyone know where i can find this? Also, any tips assisting me in this endeavors will be greatly appreciated.
certain things i am not certain off.
-I noticed that with some streamer apps, not all MMs are on the bid or ask at given time. How would one determine when to remove a MMID from the window?
-Also, most feeds send only changes (when an MM bid or asks changes). If this is true for eSignal, then how does one get the entire list of level II quotes for a given ticker on startup of the app?
thank you much.
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