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Vote for Market Depth in ActiveX!

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  • Vote for Market Depth in ActiveX!

    For my particular needs, the ActiveX interface is worthless without Market Depth (NYSE OpenBook and Level II). If Market Depth were added then it would be well worth the price and I would sign up immediately.

    Will everyone else who shares my viewpoint please vote for adding Market Depth capabilities ASAP! Also, can the moderator(s) comment on the current timetable for adding Market Depth?

  • #2
    I vote for this too! ActiveX for eSignal seems to actually have less functionality than the EFS or DDE interfaces which come at no additional cost! Makes no sense!!!

    eSignal should also offer the NSYE short-interest-ratio. I don't know what they don't already have it for the NASDAQ and the AMEX, these exchanges give out this info for free!!!

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    • #3
      dtn-iq has market depth in their API. But it is nowhere near as realiable or complete (except Level2) as esignal. I use both.

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      • #4
        I would like to see CME Globex market depth.

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        • #5
          I am in 100% agreement with this request. eSignal ActiveX is only about 75% useful without market depth hooks.

          I was totally blindsided by this info. I had been planning to migrate from RealTick, which is a pain in the neck for dozens of other reasons, to eSignal, but then I find out that there are no ties (from VB.NET) to market depth data.

          That's not a whole lot different from a gym with no weights or a car without reverse.

          eSignal is supposed to be a "best in class" product... Somehow this doesn't add up.

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          • #6
            Currently, the ActiveX API does not support market depth, nor is it in the current development plan. We have an APIs that are available to our professional customers that do provide market depth. Please fill out our Hosted Business Solutions form if interested.

            We are working on a different API that will be available to our retail customers that will more than likely support market depth. Our ActiveX product is admittingly a middle-tier product, which is why it is relatively inexpensive and has certain limitations. In the 7.7 Release, we are adding some valuable fundamental data.

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            • #7
              Could someone put a link in here to the professional API doc(s) please. I'd like to see what all it has that the ActiveX API doesn't.

              Thanks.

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              • #8
                Hi,

                I'm sure Robi can explain the differences in greater detail but this page represents the general differences between our development choices and this matrix compares some specific differences. Hope that helps.

                Thanks.

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                • #9
                  Thanks Scott.

                  The API that contains market depth is only available for commercial development. I am working on an API with market depth that will be available to our retail customers.

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                  • #10
                    will it also have news hooks?

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                    • #11
                      Yes, eventually. Again we do have other APIs with all data types available for corporate customers (we are regulated by the exchanges to only offer certain data types to corporations).

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                      • #12
                        What is the expected release date for the retail API with market depth?

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                        • #13
                          Market Depth is not in the development queue, as the amount of data passing through the API will significantly increase, causing peformance issues. We are examining ways to have depth be programmatically available and will keep all of you informed on its status.

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