how to collect level 2 data with iqfeed in S#.Data?

Hello Anna,

Are you sure you have Level 2 permissions through IQFeed? Launch the application "IQMarketDepth" on your PC. If you can not obtain Level 2 in that way, you do not have the adequate permissions or IQFeed does not supply Level2 for the ES futures.

Yeah, I just checked for you. The IQFeed "Cme-Emini" product only offers Level I. Here is the description from their web site:

"Access to real time Level I emini sized futures contracts and options data from the CME Exchange. Popular Contracts Include: Emini S&P 500 Index Emini Nasdaq 100 Emini Euro FX"

Hallo Ben,

i am a algo developer and i can tell you iqfeed deliver level 2 for mini contracts and i have a permission for it !

proof: cl: https://www.screencast.com/t/pcvkzQo0

es: https://www.screencast.com/t/An3XsevyYfQ

But S#.data does not want to collect it !

with regards Anna